Equity Market Volatility Tracker: Transportation, Infrastructure, and Public Utilities (EMVTRADEPUBUTEMV)
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NOTES
Source: Baker, Scott R.
Source: Bloom, Nick
Source: Davis, Stephen J.
Release: Economic Policy Uncertainty
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Frequency:
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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.
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Economic Policy Uncertainty
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