Table Data - Equity Market Volatility Tracker: Intellectual Property Policy
Title | Equity Market Volatility Tracker: Intellectual Property Policy |
---|---|
Series ID | EMVIPPOL |
Source | Baker, Scott R., Bloom, Nick, Davis, Stephen J. |
Release | Economic Policy Uncertainty (Not a Press Release) |
Seasonal Adjustment | Not Seasonally Adjusted |
Frequency | Monthly |
Units | Index |
Date Range | 1985-01-01 to 2024-10-01 |
Last Updated | 2024-11-11 8:01 AM CST |
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' |
DATE | VALUE |
---|---|
1985-01-01 | 0.00000 |
1985-02-01 | 0.00000 |
1985-03-01 | 0.00000 |
1985-04-01 | 0.00000 |
1985-05-01 | 0.00000 |
1985-06-01 | 0.00000 |
1985-07-01 | 0.00000 |
1985-08-01 | 0.00000 |
1985-09-01 | 0.07282 |
1985-10-01 | 0.00000 |
1985-11-01 | 0.00000 |
1985-12-01 | 0.06413 |
1986-01-01 | 0.00000 |
1986-02-01 | 0.00000 |
1986-03-01 | 0.00000 |
1986-04-01 | 0.00000 |
1986-05-01 | 0.00000 |
1986-06-01 | 0.00000 |
1986-07-01 | 0.00000 |
1986-08-01 | 0.00000 |
1986-09-01 | 0.06892 |
1986-10-01 | 0.00000 |
1986-11-01 | 0.00000 |
1986-12-01 | 0.00000 |
1987-01-01 | 0.00000 |
1987-02-01 | 0.00000 |
1987-03-01 | 0.00000 |
1987-04-01 | 0.00000 |
1987-05-01 | 0.00000 |
1987-06-01 | 0.05519 |
1987-07-01 | 0.00000 |
1987-08-01 | 0.00000 |
1987-09-01 | 0.00000 |
1987-10-01 | 0.00000 |
1987-11-01 | 0.05629 |
1987-12-01 | 0.10908 |
1988-01-01 | 0.05483 |
1988-02-01 | 0.00000 |
1988-03-01 | 0.00000 |
1988-04-01 | 0.05514 |
1988-05-01 | 0.00000 |
1988-06-01 | 0.05067 |
1988-07-01 | 0.00000 |
1988-08-01 | 0.00000 |
1988-09-01 | 0.00000 |
1988-10-01 | 0.00000 |
1988-11-01 | 0.00000 |
1988-12-01 | 0.00000 |
1989-01-01 | 0.00000 |
1989-02-01 | 0.00000 |
1989-03-01 | 0.00000 |
1989-04-01 | 0.00000 |
1989-05-01 | 0.05009 |
1989-06-01 | 0.00000 |
1989-07-01 | 0.00000 |
1989-08-01 | 0.05276 |
1989-09-01 | 0.00000 |
1989-10-01 | 0.00000 |
1989-11-01 | 0.00000 |
1989-12-01 | 0.10051 |
1990-01-01 | 0.04822 |
1990-02-01 | 0.00000 |
1990-03-01 | 0.04455 |
1990-04-01 | 0.00000 |
1990-05-01 | 0.00000 |
1990-06-01 | 0.04902 |
1990-07-01 | 0.05636 |
1990-08-01 | 0.09522 |
1990-09-01 | 0.00000 |
1990-10-01 | 0.00000 |
1990-11-01 | 0.00000 |
1990-12-01 | 0.00000 |
1991-01-01 | 0.00000 |
1991-02-01 | 0.00000 |
1991-03-01 | 0.00000 |
1991-04-01 | 0.05477 |
1991-05-01 | 0.00000 |
1991-06-01 | 0.00000 |
1991-07-01 | 0.00000 |
1991-08-01 | 0.00000 |
1991-09-01 | 0.00000 |
1991-10-01 | 0.05151 |
1991-11-01 | 0.05441 |
1991-12-01 | 0.05094 |
1992-01-01 | 0.00000 |
1992-02-01 | 0.00000 |
1992-03-01 | 0.00000 |
1992-04-01 | 0.00000 |
1992-05-01 | 0.05319 |
1992-06-01 | 0.00000 |
1992-07-01 | 0.04956 |
1992-08-01 | 0.08783 |
1992-09-01 | 0.04687 |
1992-10-01 | 0.04923 |
1992-11-01 | 0.04817 |
1992-12-01 | 0.00000 |
1993-01-01 | 0.00000 |
1993-02-01 | 0.00000 |
1993-03-01 | 0.00000 |
1993-04-01 | 0.05454 |
1993-05-01 | 0.05740 |
1993-06-01 | 0.00000 |
1993-07-01 | 0.34352 |
1993-08-01 | 0.00000 |
1993-09-01 | 0.05766 |
1993-10-01 | 0.10300 |
1993-11-01 | 0.00000 |
1993-12-01 | 0.00000 |
1994-01-01 | 0.00000 |
1994-02-01 | 0.00000 |
1994-03-01 | 0.05137 |
1994-04-01 | 0.05741 |
1994-05-01 | 0.05063 |
1994-06-01 | 0.00000 |
1994-07-01 | 0.00000 |
1994-08-01 | 0.00000 |
1994-09-01 | 0.00000 |
1994-10-01 | 0.05005 |
1994-11-01 | 0.00000 |
1994-12-01 | 0.00000 |
1995-01-01 | 0.00000 |
1995-02-01 | 0.00000 |
1995-03-01 | 0.05458 |
1995-04-01 | 0.00000 |
1995-05-01 | 0.00000 |
1995-06-01 | 0.00000 |
1995-07-01 | 0.06087 |
1995-08-01 | 0.00000 |
1995-09-01 | 0.00000 |
1995-10-01 | 0.00000 |
1995-11-01 | 0.05889 |
1995-12-01 | 0.06061 |
1996-01-01 | 0.00000 |
1996-02-01 | 0.06277 |
1996-03-01 | 0.05814 |
1996-04-01 | 0.00000 |
1996-05-01 | 0.00000 |
1996-06-01 | 0.00000 |
1996-07-01 | 0.00000 |
1996-08-01 | 0.06259 |
1996-09-01 | 0.00000 |
1996-10-01 | 0.00000 |
1996-11-01 | 0.00000 |
1996-12-01 | 0.00000 |
1997-01-01 | 0.00000 |
1997-02-01 | 0.00000 |
1997-03-01 | 0.00000 |
1997-04-01 | 0.05549 |
1997-05-01 | 0.00000 |
1997-06-01 | 0.00000 |
1997-07-01 | 0.00000 |
1997-08-01 | 0.00000 |
1997-09-01 | 0.00000 |
1997-10-01 | 0.00000 |
1997-11-01 | 0.10391 |
1997-12-01 | 0.00000 |
1998-01-01 | 0.00000 |
1998-02-01 | 0.00000 |
1998-03-01 | 0.00000 |
1998-04-01 | 0.04893 |
1998-05-01 | 0.00000 |
1998-06-01 | 0.00000 |
1998-07-01 | 0.05244 |
1998-08-01 | 0.05476 |
1998-09-01 | 0.05235 |
1998-10-01 | 0.05145 |
1998-11-01 | 0.00000 |
1998-12-01 | 0.00000 |
1999-01-01 | 0.00000 |
1999-02-01 | 0.00000 |
1999-03-01 | 0.05084 |
1999-04-01 | 0.00000 |
1999-05-01 | 0.00000 |
1999-06-01 | 0.00000 |
1999-07-01 | 0.00000 |
1999-08-01 | 0.05925 |
1999-09-01 | 0.00000 |
1999-10-01 | 0.00000 |
1999-11-01 | 0.00000 |
1999-12-01 | 0.00000 |
2000-01-01 | 0.00000 |
2000-02-01 | 0.00000 |
2000-03-01 | 0.00000 |
2000-04-01 | 0.00000 |
2000-05-01 | 0.05718 |
2000-06-01 | 0.00000 |
2000-07-01 | 0.05524 |
2000-08-01 | 0.05324 |
2000-09-01 | 0.05360 |
2000-10-01 | 0.05282 |
2000-11-01 | 0.11206 |
2000-12-01 | 0.06327 |
2001-01-01 | 0.05518 |
2001-02-01 | 0.00000 |
2001-03-01 | 0.15679 |
2001-04-01 | 0.10549 |
2001-05-01 | 0.10832 |
2001-06-01 | 0.16250 |
2001-07-01 | 0.00000 |
2001-08-01 | 0.00000 |
2001-09-01 | 0.00000 |
2001-10-01 | 0.05147 |
2001-11-01 | 0.00000 |
2001-12-01 | 0.00000 |
2002-01-01 | 0.05920 |
2002-02-01 | 0.05819 |
2002-03-01 | 0.00000 |
2002-04-01 | 0.05723 |
2002-05-01 | 0.00000 |
2002-06-01 | 0.05863 |
2002-07-01 | 0.00000 |
2002-08-01 | 0.06570 |
2002-09-01 | 0.06244 |
2002-10-01 | 0.00000 |
2002-11-01 | 0.00000 |
2002-12-01 | 0.05589 |
2003-01-01 | 0.00000 |
2003-02-01 | 0.12122 |
2003-03-01 | 0.00000 |
2003-04-01 | 0.00000 |
2003-05-01 | 0.00000 |
2003-06-01 | 0.05305 |
2003-07-01 | 0.00000 |
2003-08-01 | 0.00000 |
2003-09-01 | 0.00000 |
2003-10-01 | 0.08999 |
2003-11-01 | 0.04793 |
2003-12-01 | 0.00000 |
2004-01-01 | 0.15859 |
2004-02-01 | 0.05196 |
2004-03-01 | 0.00000 |
2004-04-01 | 0.00000 |
2004-05-01 | 0.00000 |
2004-06-01 | 0.00000 |
2004-07-01 | 0.00000 |
2004-08-01 | 0.05160 |
2004-09-01 | 0.00000 |
2004-10-01 | 0.00000 |
2004-11-01 | 0.05236 |
2004-12-01 | 0.10308 |
2005-01-01 | 0.00000 |
2005-02-01 | 0.00000 |
2005-03-01 | 0.04809 |
2005-04-01 | 0.00000 |
2005-05-01 | 0.00000 |
2005-06-01 | 0.00000 |
2005-07-01 | 0.00000 |
2005-08-01 | 0.05709 |
2005-09-01 | 0.04791 |
2005-10-01 | 0.00000 |
2005-11-01 | 0.00000 |
2005-12-01 | 0.05596 |
2006-01-01 | 0.00000 |
2006-02-01 | 0.00000 |
2006-03-01 | 0.00000 |
2006-04-01 | 0.04868 |
2006-05-01 | 0.00000 |
2006-06-01 | 0.00000 |
2006-07-01 | 0.05762 |
2006-08-01 | 0.05584 |
2006-09-01 | 0.00000 |
2006-10-01 | 0.00000 |
2006-11-01 | 0.08757 |
2006-12-01 | 0.23513 |
2007-01-01 | 0.00000 |
2007-02-01 | 0.10161 |
2007-03-01 | 0.09194 |
2007-04-01 | 0.04507 |
2007-05-01 | 0.00000 |
2007-06-01 | 0.13979 |
2007-07-01 | 0.00000 |
2007-08-01 | 0.15622 |
2007-09-01 | 0.00000 |
2007-10-01 | 0.00000 |
2007-11-01 | 0.00000 |
2007-12-01 | 0.10286 |
2008-01-01 | 0.00000 |
2008-02-01 | 0.05147 |
2008-03-01 | 0.04743 |
2008-04-01 | 0.04682 |
2008-05-01 | 0.00000 |
2008-06-01 | 0.00000 |
2008-07-01 | 0.00000 |
2008-08-01 | 0.13730 |
2008-09-01 | 0.00000 |
2008-10-01 | 0.06104 |
2008-11-01 | 0.06012 |
2008-12-01 | 0.11878 |
2009-01-01 | 0.00000 |
2009-02-01 | 0.00000 |
2009-03-01 | 0.00000 |
2009-04-01 | 0.00000 |
2009-05-01 | 0.00000 |
2009-06-01 | 0.00000 |
2009-07-01 | 0.00000 |
2009-08-01 | 0.00000 |
2009-09-01 | 0.00000 |
2009-10-01 | 0.00000 |
2009-11-01 | 0.00000 |
2009-12-01 | 0.10108 |
2010-01-01 | 0.00000 |
2010-02-01 | 0.00000 |
2010-03-01 | 0.00000 |
2010-04-01 | 0.05695 |
2010-05-01 | 0.05508 |
2010-06-01 | 0.00000 |
2010-07-01 | 0.05797 |
2010-08-01 | 0.05316 |
2010-09-01 | 0.00000 |
2010-10-01 | 0.00000 |
2010-11-01 | 0.05687 |
2010-12-01 | 0.00000 |
2011-01-01 | 0.11453 |
2011-02-01 | 0.00000 |
2011-03-01 | 0.00000 |
2011-04-01 | 0.00000 |
2011-05-01 | 0.00000 |
2011-06-01 | 0.00000 |
2011-07-01 | 0.06705 |
2011-08-01 | 0.22798 |
2011-09-01 | 0.00000 |
2011-10-01 | 0.00000 |
2011-11-01 | 0.06056 |
2011-12-01 | 0.00000 |
2012-01-01 | 0.00000 |
2012-02-01 | 0.07118 |
2012-03-01 | 0.00000 |
2012-04-01 | 0.00000 |
2012-05-01 | 0.00000 |
2012-06-01 | 0.00000 |
2012-07-01 | 0.00000 |
2012-08-01 | 0.00000 |
2012-09-01 | 0.00000 |
2012-10-01 | 0.05595 |
2012-11-01 | 0.00000 |
2012-12-01 | 0.00000 |
2013-01-01 | 0.00000 |
2013-02-01 | 0.00000 |
2013-03-01 | 0.00000 |
2013-04-01 | 0.10091 |
2013-05-01 | 0.04970 |
2013-06-01 | 0.00000 |
2013-07-01 | 0.00000 |
2013-08-01 | 0.00000 |
2013-09-01 | 0.00000 |
2013-10-01 | 0.00000 |
2013-11-01 | 0.00000 |
2013-12-01 | 0.00000 |
2014-01-01 | 0.22858 |
2014-02-01 | 0.10658 |
2014-03-01 | 0.00000 |
2014-04-01 | 0.00000 |
2014-05-01 | 0.05848 |
2014-06-01 | 0.05456 |
2014-07-01 | 0.00000 |
2014-08-01 | 0.00000 |
2014-09-01 | 0.00000 |
2014-10-01 | 0.00000 |
2014-11-01 | 0.00000 |
2014-12-01 | 0.00000 |
2015-01-01 | 0.00000 |
2015-02-01 | 0.00000 |
2015-03-01 | 0.00000 |
2015-04-01 | 0.00000 |
2015-05-01 | 0.00000 |
2015-06-01 | 0.00000 |
2015-07-01 | 0.00000 |
2015-08-01 | 0.07715 |
2015-09-01 | 0.00000 |
2015-10-01 | 0.00000 |
2015-11-01 | 0.00000 |
2015-12-01 | 0.00000 |
2016-01-01 | 0.00000 |
2016-02-01 | 0.00000 |
2016-03-01 | 0.00000 |
2016-04-01 | 0.00000 |
2016-05-01 | 0.00000 |
2016-06-01 | 0.00000 |
2016-07-01 | 0.00000 |
2016-08-01 | 0.00000 |
2016-09-01 | 0.00000 |
2016-10-01 | 0.00000 |
2016-11-01 | 0.00000 |
2016-12-01 | 0.00000 |
2017-01-01 | 0.00000 |
2017-02-01 | 0.00000 |
2017-03-01 | 0.00000 |
2017-04-01 | 0.00000 |
2017-05-01 | 0.00000 |
2017-06-01 | 0.00000 |
2017-07-01 | 0.00000 |
2017-08-01 | 0.00000 |
2017-09-01 | 0.00000 |
2017-10-01 | 0.00000 |
2017-11-01 | 0.00000 |
2017-12-01 | 0.00000 |
2018-01-01 | 0.12012 |
2018-02-01 | 0.00000 |
2018-03-01 | 0.10931 |
2018-04-01 | 0.10401 |
2018-05-01 | 0.00000 |
2018-06-01 | 0.00000 |
2018-07-01 | 0.00000 |
2018-08-01 | 0.00000 |
2018-09-01 | 0.00000 |
2018-10-01 | 0.00000 |
2018-11-01 | 0.00000 |
2018-12-01 | 0.00000 |
2019-01-01 | 0.00000 |
2019-02-01 | 0.12540 |
2019-03-01 | 0.00000 |
2019-04-01 | 0.00000 |
2019-05-01 | 0.00000 |
2019-06-01 | 0.00000 |
2019-07-01 | 0.00000 |
2019-08-01 | 0.00000 |
2019-09-01 | 0.00000 |
2019-10-01 | 0.00000 |
2019-11-01 | 0.00000 |
2019-12-01 | 0.00000 |
2020-01-01 | 0.00000 |
2020-02-01 | 0.00000 |
2020-03-01 | 0.00000 |
2020-04-01 | 0.00000 |
2020-05-01 | 0.00000 |
2020-06-01 | 0.00000 |
2020-07-01 | 0.00000 |
2020-08-01 | 0.00000 |
2020-09-01 | 0.00000 |
2020-10-01 | 0.00000 |
2020-11-01 | 0.00000 |
2020-12-01 | 0.00000 |
2021-01-01 | 0.00000 |
2021-02-01 | 0.00000 |
2021-03-01 | 0.00000 |
2021-04-01 | 0.00000 |
2021-05-01 | 0.00000 |
2021-06-01 | 0.00000 |
2021-07-01 | 0.00000 |
2021-08-01 | 0.00000 |
2021-09-01 | 0.00000 |
2021-10-01 | 0.00000 |
2021-11-01 | 0.00000 |
2021-12-01 | 0.00000 |
2022-01-01 | 0.00000 |
2022-02-01 | 0.00000 |
2022-03-01 | 0.00000 |
2022-04-01 | 0.00000 |
2022-05-01 | 0.00000 |
2022-06-01 | 0.00000 |
2022-07-01 | 0.00000 |
2022-08-01 | 0.00000 |
2022-09-01 | 0.00000 |
2022-10-01 | 0.00000 |
2022-11-01 | 0.00000 |
2022-12-01 | 0.00000 |
2023-01-01 | 0.00000 |
2023-02-01 | 0.00000 |
2023-03-01 | 0.00000 |
2023-04-01 | 0.00000 |
2023-05-01 | 0.00000 |
2023-06-01 | 0.00000 |
2023-07-01 | 0.00000 |
2023-08-01 | 0.00000 |
2023-09-01 | 0.00000 |
2023-10-01 | 0.00000 |
2023-11-01 | 0.00000 |
2023-12-01 | 0.00000 |
2024-01-01 | 0.00000 |
2024-02-01 | 0.00000 |
2024-03-01 | 0.00000 |
2024-04-01 | 0.00000 |
2024-05-01 | 0.00000 |
2024-06-01 | 0.00000 |
2024-07-01 | 0.00000 |
2024-08-01 | 0.00000 |
2024-09-01 | 0.00000 |
2024-10-01 | 0.00000 |