View data of the S&P 500, an index of the stocks of 500 leading companies in the US economy, which provides a gauge of the U.S. equity market.

The aim of this study is to determine whether the stock indices of some developed and developing countries react similarly to the price movements in the Dow Jones Industrial Average (DJIA). In this study, the impact of DJIA on other indices during the 2008 global financial crisis, was explored by using the Vector Error Correction Model. The data used was analyzed in two periods: (1) the expansionary period; and (2) the contractionary period of the FED's policies. The results of the analysis indicate that the developed and emerging stock markets react differently to the DJIA. The results include important findings for decisions by financial investors and policy makers.

In January 2000, the Federal Open Market Committee (FOMC) instituted the practice of issuing a "balance of risks" statement along with their policy decision immediately following each FOMC meeting. The authors evaluate the use of the balance-of-risks statement and the market's interpretation of it. They find that the balance-of-risks statement is one of the factors that market participants use to determine the likelihood that the FOMC will adjust its target for the federal funds rate at their next meeting. Moreover, they find that, on some occasions, the FOMC behaved in such a way as to encourage the use of the balance-of-risks statement for this purpose. The clarifying statements that sometimes accompany these balance-of-risks statements, as well as general remarks made by the Chairman and other FOMC members, often provide additional useful information.

This dataset contains cross-sections of the last observed option quote for each strike of 17 underlyings 30 minutes before and after the Federal Open Market Committee (FOMC) announcement at 13:00 Chicago time (CT) on 18 March 2015. It is extracted from the confidential bulk CBOE OPRA data provided by the Options Price Reporting Authority (OPRA) and is employed to estimate the high-frequency risk-neutral density (RND) of the selected underlyings and examine the intraday changes in these RNDs following the FOMC announcement. This dataset underlies the empirical application on RND extraction of Andersen et al. (Journal of Financial Econometrics, 19(1), 128-177, 2021).Buy and sell orders are aggregated at financial markets into limit order books (LOBs). Each asset has its own LOB. Our research will be the first project to combine the information in a stock's LOB with matching information in the LOBs for derivative option contracts. These derivative prices depend on the stock price, their variability through time (called volatility) and other contract inputs known to all traders. We will use empirical and mathematical methods to investigate the vast amount of information provided by integrated stock and derivative LOBs. This information will be processed to measure and predict risks associated with volatility, liquidity and price jumps. The results are expected to be of interest to market participants, regulators, financial exchanges, financial institutions employing research teams and data vendors. We will investigate how posted limit orders, i.e. offers to buy or to sell, contribute to volatility and how they can be used to measure current and future levels of volatility. Derivative prices explicitly provide volatility expectations (called implied volatility) and we will compare these with estimates obtained directly from changes in stock prices. We will discover how information is transmitted from option LOBs to stock LOBs (and vice versa) and thus identify the most up-to-date source of volatility expectations. Previous research has used transaction prices and the best buying and selling prices; we will innovate by using complete LOBs providing significantly more information. The liquidity of markets depends on supply and demand, which are revealed by LOBs. Each stock has many derivative contracts, some of which have relatively low liquidity. We will provide new insights into the microstructure of option markets by evaluating liquidity related to contract terms such as exercise prices and expiry dates. This will allow us to find robust ways to combine implied volatilities into representative volatility indices. We will identify those time periods when price jumps occur, these being periods when changes in prices are very large compared with normal time periods. We will then test methods for using stock and derivative LOBs to predict the occurrence of jumps. We will also model the dynamic interactions between different order types during a jump period. The success of our research depends on access to price information recorded very frequently. We will use databases which record all additions to and deletions from LOBs, matched with very precise timestamps. For stocks, we will use the LOBSTER database which constructs LOBs from NASDAQ prices. For derivatives, we will use the Options Price Reporting Authority (OPRA) database. Our research is the first to combine and investigate the information in these separate sources of LOBs. Data was purchased from CBOE Datashop (https://datashop.cboe.com/) and then was extracted and analyzed to answer different research questions.

Graph and download economic data for Equity Market Volatility Tracker: Lawsuit And Tort Reform Supreme Court Decisions (EMVLAWTORT) from Jan 1985 to Aug 2025 about legal, volatility, uncertainty, equity, and USA.

The Federal Reserve's balance sheet has undergone significant changes since 2007, reflecting its response to major economic crises. From a modest *** trillion U.S. dollars at the end of 2007, it ballooned to approximately *** trillion U.S. dollars by August 2025. This dramatic expansion, particularly during the 2008 financial crisis and the COVID-19 pandemic - both of which resulted in negative annual GDP growth in the U.S. - showcases the Fed's crucial role in stabilizing the economy through expansionary monetary policies. Impact on inflation and interest rates The Fed's expansionary measures, while aimed at stimulating economic growth, have had notable effects on inflation and interest rates. Following the quantitative easing in 2020, inflation in the United States reached ***** percent in 2022, the highest since 1991. However, by July 2025, inflation had declined to *** percent. Concurrently, the Federal Reserve implemented a series of interest rate hikes, with the rate peaking at **** percent in August 2023, before the first rate cut since September 2021 occurred in September 2024. Financial implications for the Federal Reserve The expansion of the Fed's balance sheet and subsequent interest rate hikes have had significant financial implications. In 2023, the Fed reported a negative net income of ***** billion U.S. dollars, a stark contrast to the ***** billion U.S. dollars profit in 2022. This unprecedented shift was primarily due to rapidly rising interest rates, which caused the Fed's interest expenses to soar to over *** billion U.S. dollars in 2023. Despite this, the Fed's net interest income on securities acquired through open market operations reached a record high of ****** billion U.S. dollars in the same year.

Italy's main stock market index, the IT40, fell to 41957 points on September 19, 2025, losing 0.82% from the previous session. Over the past month, the index has declined 2.12%, though it remains 24.27% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Italy. Italy Stock Market Index (IT40) - values, historical data, forecasts and news - updated on September of 2025.

Hong Kong's main stock market index, the HK50, rose to 26545 points on September 19, 2025, gaining 0.00% from the previous session. Over the past month, the index has climbed 5.48% and is up 45.38% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from Hong Kong. Hong Kong Stock Market Index (HK50) - values, historical data, forecasts and news - updated on September of 2025.

The U.S. federal funds rate peaked in 2023 at its highest level since the 2007-08 financial crisis, reaching 5.33 percent by December 2023. A significant shift in monetary policy occurred in the second half of 2024, with the Federal Reserve implementing regular rate cuts. By December 2024, the rate had declined to 4.48 percent. What is a central bank rate? The federal funds rate determines the cost of overnight borrowing between banks, allowing them to maintain necessary cash reserves and ensure financial system liquidity. When this rate rises, banks become more inclined to hold rather than lend money, reducing the money supply. While this decreased lending slows economic activity, it helps control inflation by limiting the circulation of money in the economy. Historic perspective The federal funds rate historically follows cyclical patterns, falling during recessions and gradually rising during economic recoveries. Some central banks, notably the European Central Bank, went beyond traditional monetary policy by implementing both aggressive asset purchases and negative interest rates.

Graph and download economic data for Real-time Sahm Rule Recession Indicator (SAHMREALTIME) from Dec 1959 to Aug 2025 about recession indicators, academic data, and USA.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 3-Year Constant Maturity, Quoted on an Investment Basis (DGS3) from 1962-01-02 to 2025-09-17 about 3-year, maturity, Treasury, interest rate, interest, rate, and USA.

Strong returns in various financial markets and increased trading volumes have benefited businesses in the industry. Companies provide underwriting, brokering and market-making services for different financial instruments, including bonds, stocks and derivatives. Businesses benefited from improving macroeconomic conditions despite the high-interest-rate environment for most of the period due to inflationary pressures. However, the anticipation of interest rate cuts in the current year can limit interest income from fixed-income securities. As interest rates fall, fixed income securities will experience an outflow of capital and equities will experience an inflow of funds. The Fed is monitoring inflation, employment figures and the effects of tariffs along with other economic factors before making rate cut decisions. Overall, revenue has been growing at a CAGR of 8.5% to $491.0 billion over the past five years, including an expected increase of 1.8% in 2025 alone. Industry profit has grown during the same time due to greater interest income from bonds and will comprise 16.2% of revenue in the current year. While many industries struggled at the onset of the period due to economic disruptions stemming from the volatile economic environment and supply chain issues, businesses benefited from the volatility. Primarily, companies have benefited from increased trading activity on behalf of their clients due to fluctuations in asset prices. This has led to higher trade execution fees for firms at the onset of the period. Similarly, debt underwriting increased as many businesses have turned to investment bankers to help raise cash for various ventures. Also, improved scalability of operations, especially regarding trading services conducted by securities intermediaries, has helped increase industry profits. Structural changes have forced the industry's smaller businesses to evolve. Because competing in trading services requires massive investments in technology and compliance, boutique investment banks have alternatively focused on advising in merger and acquisition (M&A) activity. Boutique investment banks' total share of M&A revenue is forecast to grow through the end of 2030. Furthermore, the industry will benefit from improved macroeconomic conditions as inflationary pressures are expected to ease. This will help asset values rise and interest rate levels to be cut, thus allowing operators to generate more from equity underwriting and lending activities. Overall, revenue is forecast to grow at a CAGR of 1.4% to $526.8 billion over the five years to 2030.

Graph and download economic data for Market Yield on U.S. Treasury Securities at 20-Year Constant Maturity, Quoted on an Investment Basis (DGS20) from 1962-01-02 to 2025-09-17 about 20-year, maturity, Treasury, interest rate, interest, rate, and USA.

The industry is composed of non-depository institutions that conduct primary and secondary market lending. Operators in this industry include government agencies in addition to non-agency issuers of mortgage-related securities. Through 2025, rising per capita disposable income and low levels of unemployment helped fuel the increase in primary and secondary market sales of collateralized debt. Nonetheless, due to the sharp contraction in economic activity at the onset of the period, revenue gains were limited, but climbed in the latter part of the period as the economy has normalized. Interest rates climbed significantly to tackle significant inflationary pressures, which increased borrowing costs, hindering loan volumes but increasing interest income for each loan. However, the Fed cut interest rates in 2024 and is anticipated to cut rates in the latter part of the current year, reducing borrowing costs and providing a boost to loan volumes. Overall, these trends, along with volatility in the real estate market, have caused revenue to slump at a CAGR of 1.3% to $488.9 billion over the past five years, including an expected decline of 0.1% in 2025 alone. The high interest rate environment has hindered real estate loan demand but increased interest income, boosting profit to 15.6% of revenue in the current year. Higher access to credit and higher disposable income have fueled primary market lending over much of the period, increasing the variety and volume of loans to be securitized and sold in secondary markets. An additional boon for institutions has been an increase in interest rates, which raised interest income as the spread between short- and long-term interest rates increased. These macroeconomic factors, combined with changing risk appetite and regulation in the secondary markets, have resurrected collateralized debt trading since the middle of the period. Although institutions are poised to benefit from strong economic growth, inflationary pressures easing and the decline in the 30-year conventional mortgage rate, the rate of homeownership is still expected to fall but at a slower pace compared to the current period. Shaky demand from commercial banking and uncertainty surrounding inflationary pressures will influence institutions' decisions on whether or not to sell mortgage-backed securities and commercial loans to secondary markets. These trends are expected to cause revenue to decline at a CAGR of 1.0% to $465.4 billion over the five years to 2030.

South Korea's main stock market index, the KOSPI, fell to 3445 points on September 19, 2025, losing 0.46% from the previous session. Over the past month, the index has climbed 10.07% and is up 32.85% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from South Korea. South Korea Stock Market - values, historical data, forecasts and news - updated on September of 2025.

The yield on US 10 Year Note Bond Yield rose to 4.13% on September 19, 2025, marking a 0.02 percentage point increase from the previous session. Over the past month, the yield has fallen by 0.17 points, though it remains 0.39 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. US 10 Year Treasury Bond Note Yield - values, historical data, forecasts and news - updated on September of 2025.