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Home > Releases > Economic Policy Uncertainty > Equity Market Volatility Tracker: Fiscal Policy
Observation:
Nov 2019: 5.91497 (+ more)Nov 2019: | 5.91497 | |
Oct 2019: | 2.87040 | |
Sep 2019: | 5.41444 | |
Aug 2019: | 11.41610 | |
Jul 2019: | 6.80944 |
Units:
Index,Frequency:
MonthlyData in this graph are copyrighted. Please review the copyright information in the series notes before sharing.
Title | Release Dates | |
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Equity Market Volatility Tracker: Fiscal Policy | 2019-10-09 | 2019-12-03 |
Source | ||
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Baker, Scott R. | 2019-10-09 | 2019-12-03 |
Bloom, Nick | 2019-10-09 | 2019-12-03 |
Davis, Stephen J. | 2019-10-09 | 2019-12-03 |
Release | ||
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Economic Policy Uncertainty | 2019-10-09 | 2019-12-03 |
Units | ||
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Index | 2019-10-09 | 2019-12-03 |
Frequency | ||
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Monthly | 2019-10-09 | 2019-12-03 |
Seasonal Adjustment | ||
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Not Seasonally Adjusted | 2019-10-09 | 2019-12-03 |
Notes | ||
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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 | 2019-12-03 |
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