1Y |
5Y |
10Y |
Max
NOTES
Source: Baker, Scott R.
Source: Bloom, Nick
Source: Davis, Stephen J.
Release: Economic Policy Uncertainty
Units:
Frequency:
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: Taxes [EMVTAXESEMV], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVTAXESEMV, December 7, 2021.
RELEASE TABLES
Economic Policy Uncertainty
RELATED CONTENT
Related Resources
Related Categories
Sources
More
Releases from Baker, Scott R.
More
Releases from Bloom, Nick
More
Releases from Davis, Stephen J.