FRED Graph

Notes

Economic Policy Uncertainty Index for United States (USEPUINDXD)

Source: Baker, Scott R.

Source: Bloom, Nick

Source: Davis, Steven J.

Release: Economic Policy Uncertainty

Units: Index, Not Seasonally Adjusted

Frequency: Daily, 7-Day

Notes:

The daily news-based Economic Policy Uncertainty Index is based on newspapers in the United States.

For additional details, including an analysis of the performance of the model, see Baker, Scott, Nicholas Bloom and Steven Davis (2012), "Measuring Economic Policy Uncertainty"

Suggested Citation:

Baker, Scott R., Bloom, Nick and Davis, Steven J., Economic Policy Uncertainty Index for United States [USEPUINDXD], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/USEPUINDXD, .

CBOE Volatility Index: VIX (VIXCLS)

Source: Chicago Board Options Exchange

Release: CBOE Market Statistics

Units: Index, Not Seasonally Adjusted

Frequency: Daily, Close

Notes:

VIX measures market expectation of near term volatility conveyed by stock index option prices. Copyright, 2016, Chicago Board Options Exchange, Inc. Reprinted with permission.

Suggested Citation:

Chicago Board Options Exchange, CBOE Volatility Index: VIX [VIXCLS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/VIXCLS, .

Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis (DGS10)

Source: Board of Governors of the Federal Reserve System (US)

Release: H.15 Selected Interest Rates

Units: Percent, Not Seasonally Adjusted

Frequency: Daily

Notes:

For further information regarding treasury constant maturity data, please refer to the H.15 Statistical Release notes and Treasury Yield Curve Methodology.

For questions on the data, please contact the data source. For questions on FRED functionality, please contact us here.

Suggested Citation:

Board of Governors of the Federal Reserve System (US), Market Yield on U.S. Treasury Securities at 10-Year Constant Maturity, Quoted on an Investment Basis [DGS10], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS10, .