1Y |
5Y |
10Y |
Max
NOTES
| Title | Release Dates | |
|
|
||
| Equity Market Volatility Tracker: Financial Crises | 2019-10-09 | 2020-12-03 |
| Source | ||
|
|
||
| Baker, Scott R. | 2019-10-09 | 2020-12-03 |
| Bloom, Nick | 2019-10-09 | 2020-12-03 |
| Davis, Stephen J. | 2019-10-09 | 2020-12-03 |
| Release | ||
|
|
||
| Economic Policy Uncertainty | 2019-10-09 | 2020-12-03 |
| Units | ||
|
|
||
| Index | 2019-10-09 | 2020-12-03 |
| Frequency | ||
|
|
||
| Monthly | 2019-10-09 | 2020-12-03 |
| Seasonal Adjustment | ||
|
|
||
| Not Seasonally Adjusted | 2019-10-09 | 2020-12-03 |
| 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 | 2020-12-03 |
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