Federal Reserve Economic Data: Your trusted data source since 1991

Equity Market Volatility Tracker: Monetary Policy (EMVMONETARYPOL)

Observation:

Oct 2023: 6.44077 (+ more)   Updated: Nov 6, 2023
Oct 2023:  6.44077  
Sep 2023:  6.96566  
Aug 2023:  6.04104  
Jul 2023:  5.39699  
Jun 2023:  7.11014  
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, December 2, 2023.

RELEASE TABLES


Subscribe to the FRED newsletter


Follow us

Back to Top
Top