Home > Releases > Economic Policy Uncertainty > Equity Market Volatility Tracker: Financial Crises
Observation:
Mar 2024: 2.85947 (+ more) Updated: Apr 8, 2024 8:02 AM CDTMar 2024: | 2.85947 | |
Feb 2024: | 2.28306 | |
Jan 2024: | 1.06233 | |
Dec 2023: | 0.92580 | |
Nov 2023: | 2.42863 |
Units:
Index,Frequency:
MonthlyData in this graph are copyrighted. Please review the copyright information in the series notes before sharing.
Title | Release Dates | |
|
||
Equity Market Volatility Tracker: Financial Crises | 2019-10-09 | 2024-04-08 |
Source | ||
|
||
Baker, Scott R. | 2019-10-09 | 2024-04-08 |
Bloom, Nick | 2019-10-09 | 2024-04-08 |
Davis, Stephen J. | 2019-10-09 | 2024-04-08 |
Release | ||
|
||
Economic Policy Uncertainty | 2019-10-09 | 2024-04-08 |
Units | ||
|
||
Index | 2019-10-09 | 2024-04-08 |
Frequency | ||
|
||
Monthly | 2019-10-09 | 2024-04-08 |
Seasonal Adjustment | ||
|
||
Not Seasonally Adjusted | 2019-10-09 | 2024-04-08 |
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' (https://www.policyuncertainty.com/media/Policy%20News%20and%20Stock%20Market%20Volatility.pdf) |
2019-10-09 | 2024-04-08 |