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Equity Market Volatility Tracker: Fiscal Policy (EMVFISCALPOL)

Observation:

Nov 2019: 5.91497  
Updated: Dec 3, 2019

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: Fiscal Policy [EMVFISCALPOL], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVFISCALPOL, December 15, 2019.

RELEASE TABLES





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