NOTES

Title	Release Dates

Equity Market Volatility Tracker: Macroeconomic News And Outlook	2019-10-09	2024-11-11

Source

Baker, Scott R.	2019-10-09	2024-11-11
Bloom, Nick	2019-10-09	2024-11-11
Davis, Stephen J.	2019-10-09	2024-11-11

Release

Economic Policy Uncertainty	2019-10-09	2024-11-11

Units

Index	2019-10-09	2024-11-11

Frequency

Monthly	2019-10-09	2024-11-11

Seasonal Adjustment

Not Seasonally Adjusted	2019-10-09	2024-11-11

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	2024-11-11

RELEASE TABLES

Economic Policy Uncertainty