Federal Reserve Economic Data: Your trusted data source since 1991
Your trusted data source
since 1991.
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: Transportation, Infrastructure, and Public Utilities [EMVTRADEPUBUTEMV], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVTRADEPUBUTEMV, December 8, 2023.
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Economic Policy Uncertainty
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