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Equity Market Volatility: Infectious Disease Tracker (INFECTDISEMVTRACK)

Observation:

Sep 2020: 15.48559  
Updated: Oct 5, 2020

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:

Assessing the economic impact of the COVID-19 pandemic is essential for policymakers, but challenging because the crisis has unfolded with extreme speed. We identify three indicators: stock market volatility, newspaper-based economic uncertainty, and subjective uncertainty in business expectation surveys that provide real-time forward-looking uncertainty measures. We use these indicators to document and quantify the enormous increase in economic uncertainty in the past several weeks.

For more information, see Baker, Scott, Nicholas Bloom and Steven Davis (2020), 'COVID-INDUCED ECONOMIC UNCERTAINTY'

Suggested Citation:

Baker, Scott R., Bloom, Nick and Davis, Stephen J., Equity Market Volatility: Infectious Disease Tracker [INFECTDISEMVTRACK], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/INFECTDISEMVTRACK, October 25, 2020.

RELEASE TABLES





Retrieving data.
Updating graph.

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