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Equity Market Volatility Tracker: Government Spending Deficits And Debt (EMVGOVTSPEND)

Observation:

Oct 2023: 0.92011 (+ more)   Updated: Nov 6, 2023
Oct 2023:  0.92011  
Sep 2023:  2.07087  
Aug 2023:  1.68587  
Jul 2023:  1.39277  
Jun 2023:  2.11383  
View All

Units:

Index,
Not Seasonally Adjusted

Frequency:

Monthly

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: Government Spending Deficits And Debt [EMVGOVTSPEND], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVGOVTSPEND, December 5, 2023.

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