Friday, October 31, 2008

International Data to Track the Financial Crisis

I've been getting a lot of questions of late on where tho find the different global indicators I've been mentioning in my blogs. Therefore, I decided to create a list of global indicators pertaining to the crisis. This will be a work-in-progress entry, meaning I will update it periodically. It'll probably look messy at first, but I hope to organize it in time.

US Data: Most US data can be found in FRED- Federal Reserve Economic Data; I prefer to access it from the St. Luis Fed web site. In addition, you can use the Statistical Supplement to the Federal Reserve Bulletin, which is a monthly publication putting together data from elsewhere on the Fed's website.

VIX: Called the Wall Street's fear gauge, VIX is implied volatility of S&P500 index options (a more detailed definition is here). You can access VIX futures market prices and volumes here.

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