Federal Reserve Economic Data

Equity Market Volatility Tracker: Monetary Policy (EMVMONETARYPOL)

Observation:

Sep 2024: 9.51927 (+ more)   Updated: Oct 7, 2024 8:02 AM CDT
Sep 2024:  9.51927  
Aug 2024:  8.03088  
Jul 2024:  4.97078  
Jun 2024:  3.91844  
May 2024:  4.67811  
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: Monetary Policy [EMVMONETARYPOL], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVMONETARYPOL, .

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