Equity Market Volatility Tracker: Exchange Rates
This dataset tracks equity market volatility tracker: exchange rates over time.
Latest Value
0.23
Year-over-Year Change
N/A%
Date Range
1/1/1985 - 7/1/2025
Summary
The Equity Market Volatility Tracker: Exchange Rates measures changes in global currency market volatility. It is a key indicator for economists and policymakers to assess financial market conditions and economic uncertainty.
Analysis & Context
This economic indicator provides valuable insights into current market conditions and economic trends. The data is updated regularly by the Federal Reserve and represents one of the most reliable sources for economic analysis.
Understanding this metric helps economists, policymakers, and investors make informed decisions about economic conditions and future trends. The interactive chart above allows you to explore historical patterns and identify key trends over time.
About This Dataset
This index tracks the implied volatility of major currency pairs, providing a real-time barometer of exchange rate risk and global market turbulence. It is widely used by analysts to gauge investor sentiment and potential spillover effects across asset classes.
Methodology
The data is calculated from option prices on currency futures contracts.
Historical Context
The index helps inform monetary and fiscal policy decisions that may impact exchange rates and cross-border economic activity.
Key Facts
- The index reached a record high during the COVID-19 crisis.
- Elevated exchange rate volatility can disrupt international trade and investment.
- The index is published daily by the Federal Reserve.
FAQs
Q: What does this economic trend measure?
A: The Equity Market Volatility Tracker: Exchange Rates measures changes in the implied volatility of major currency pairs, providing a real-time barometer of exchange rate risk and global market turbulence.
Q: Why is this trend relevant for users or analysts?
A: This index is widely used by economists, policymakers, and market analysts to gauge investor sentiment, assess financial market conditions, and understand potential spillover effects across asset classes.
Q: How is this data collected or calculated?
A: The data is calculated from option prices on currency futures contracts.
Q: How is this trend used in economic policy?
A: The index helps inform monetary and fiscal policy decisions that may impact exchange rates and cross-border economic activity.
Q: Are there update delays or limitations?
A: The index is published daily by the Federal Reserve with no known update delays or limitations.
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Citation
U.S. Federal Reserve, Equity Market Volatility Tracker: Exchange Rates (EMVEXRATES), retrieved from FRED.