Source: Ludvigson, Sydney C.  

Source: Ng, Serena  

Source: Ma, Sai

Release: Financial and Real Uncertainty Indexes  

Units:  Index, Not Seasonally Adjusted

Frequency:  Monthly

Broad-based measure of 12-month ahead financial uncertainty drawn from large number of financial market series. For additional details see Ludvigson, Ma, Ng (2021) Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?.