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Equity Market Volatility Tracker: Macroeconomic News and Outlook: Trade (EMVMACROTRADE)

Observation:

Jun 2020: 0.18774  
Updated: Jul 3, 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: Macroeconomic News and Outlook: Trade [EMVMACROTRADE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVMACROTRADE, July 15, 2020.

RELEASE TABLES

Economic Policy Uncertainty

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More Releases from Baker, Scott R. More Releases from Bloom, Nick More Releases from Davis, Stephen J.

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Tags

Baker, Scott R. Davis, Stephen J. Economic Policy Uncertainty Bloom, Nick Uncertainty Volatility Equity Trade Monthly Nation United States of America Not Seasonally Adjusted





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