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: Transportation, Infrastructure, and Public Utilities [EMVTRADEPUBUTEMV],
retrieved from FRED,
Federal Reserve Bank of St. Louis;
https://fred.stlouisfed.org/series/EMVTRADEPUBUTEMV,
January 19, 2021.