Federal Reserve Economic Data

FRED Economic Data, St. Louis FED

Equity Market Volatility Tracker: Taxes (EMVTAXESEMV)

Observations

Jan 2025: 5.98185
Updated: Feb 4, 2025 8:01 AM CST
Next Release Date: Feb 25, 2025
Jan 2025:  5.98185  
Dec 2024:  6.43012  
Nov 2024:  8.76561  
Oct 2024:  6.94834  
Sep 2024:  6.85941  
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Units:

Index,
Not Seasonally Adjusted

Frequency:

Monthly

Fullscreen

NOTES

Source: Baker, Scott R.

Source: Bloom, Nick

Source: Davis, Stephen J.

Release: Economic Policy Uncertainty  

Units:  Index, Not Seasonally Adjusted

Frequency:  Monthly

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'

Suggested Citation:

Baker, Scott R., Bloom, Nick and Davis, Stephen J., Equity Market Volatility Tracker: Taxes [EMVTAXESEMV], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EMVTAXESEMV, .

RELEASE TABLES

Economic Policy Uncertainty

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Tags

Baker, Scott R. Davis, Stephen J. Economic Policy Uncertainty Volatility Bloom, Nick Uncertainty Equity Tax Monthly Nation Public Domain: Citation Requested Not Seasonally Adjusted United States of America

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