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Equity Market Volatility Tracker: Transportation, Infrastructure, and Public Utilities (EMVTRADEPUBUTEMV)

Observation:

Dec 2020: 0.00000  
Updated: Jan 8, 2021

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

RELEASE TABLES





Retrieving data.
Updating graph.

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