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Equity Market Volatility Tracker: Energy And Environmental Regulation (EMVENRGYENVREG)

Observation:

Oct 2020: 0.53105  
Updated: Nov 6, 2020

Units:

Index,
Not Seasonally Adjusted

Frequency:

Monthly
1Y | 5Y | 10Y | Max

NOTES

Source: Baker, Scott R.

Source: Bloom, Nick

Source: Davis, Stephen J.

Release: Economic Policy Uncertainty  

Units:  Index, Not Seasonally Adjusted

Frequency:  Monthly

Notes:

The Equity Market Volatility tracker moves with the VIX and with the realized volatility of returns on the S&P 500.

For more information, see Baker, Scott, Nicholas Bloom and Steven Davis (2019), 'Policy News and Stack Market Volatility'

Suggested Citation:

Baker, Scott R., Bloom, Nick and Davis, Stephen J., Equity Market Volatility Tracker: Energy And Environmental Regulation [EMVENRGYENVREG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVENRGYENVREG, December 1, 2020.

RELEASE TABLES





Retrieving data.
Updating graph.

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