1Y |
5Y |
10Y |
Max
Home > Releases > Economic Policy Uncertainty > Equity Market Volatility Tracker: Monetary Policy
Observation:
Dec 2022: 7.94215 (+ more)Dec 2022: | 7.94215 | |
Nov 2022: | 7.13823 | |
Oct 2022: | 8.83905 | |
Sep 2022: | 7.94200 | |
Aug 2022: | 4.56869 |
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: Monetary Policy | 2019-10-09 | 2023-01-06 |
Source | ||
|
||
Baker, Scott R. | 2019-10-09 | 2023-01-06 |
Bloom, Nick | 2019-10-09 | 2023-01-06 |
Davis, Stephen J. | 2019-10-09 | 2023-01-06 |
Release | ||
|
||
Economic Policy Uncertainty | 2019-10-09 | 2023-01-06 |
Units | ||
|
||
Index | 2019-10-09 | 2023-01-06 |
Frequency | ||
|
||
Monthly | 2019-10-09 | 2023-01-06 |
Seasonal Adjustment | ||
|
||
Not Seasonally Adjusted | 2019-10-09 | 2023-01-06 |
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 | 2023-01-06 |
Are you sure you want to remove this series from the graph? This can not be undone.