## Figure 1.SF.4. Equity Volatility, High-Yield Spreads, and Days with Liquidity Strain

## Source details

**Canonical URL:** [Figure 1.SF.4. Equity Volatility, High-Yield Spreads, and Days with Liquidity Strain](https://www.imf.org/-/media/files/publications/gfsr/2019/april/english/ch1data/ch1csv/figure1-sf-4.csv)

## Other formats

- [Markdown version](/-/media/files/publications/gfsr/2019/april/english/ch1data/ch1csv/figure1-sf-4.csv.md)
- [Structured JSON version](/-/media/files/publications/gfsr/2019/april/english/ch1data/ch1csv/figure1-sf-4.csv.json)

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### Dataset summary
- Worksheet name: "csv"
- Worksheet row count: 533
- Worksheet column count: 4
- Header unit row: "(Percentage points; basis points)"

### Variables and units
- Column 1: Date (sample format: "1/3/2017")
- Column 2: Equity volatility (unit: Percentage points)
- Column 3: High-yield spreads (unit: basis points)
- Column 4: Liquidity strain (unit not explicitly populated in sample rows)

### Sample observations (exact values from the dataset sample)
- Row: "1/3/2017"
  - Equity volatility: "12.85"
  - High-yield spreads: "#N/A"
  - Liquidity strain: ""
- Row: "1/4/2017"
  - Equity volatility: "11.85"
  - High-yield spreads: "402"
  - Liquidity strain: ""
- Row: "1/5/2017"
  - Equity volatility: "11.67"
  - High-yield spreads: "404"
  - Liquidity strain: ""
- Row: "1/6/2017"
  - Equity volatility: "11.32"
  - High-yield spreads: "398"
  - Liquidity strain: ""
- Row: "1/9/2017"
  - Equity volatility: "11.56"
  - High-yield spreads: "402"
  - Liquidity strain: ""
- Row: "1/10/2017"
  - Equity volatility: "11.49"
  - High-yield spreads: "400"
  - Liquidity strain: ""

### Missing values and data notes
- The sample contains entries of "#N/A" for High-yield spreads (e.g., "1/3/2017").
- Several Liquidity strain cells in the sample rows are empty (represented as "").
- The unit row indicates "(Percentage points; basis points)" applicable to Equity volatility and High-yield spreads respectively.

### File structure remarks
- The visible column headers in the worksheet include an initial merged or descriptive header: "Figure 1.SF.4. Equity Volatility, High-Yield Spreads, and Days with Liquidity Strain" followed by three empty header cells.
- The explicit column header row in the sample is: "", "Equity volatility", "High-yield spreads ", "Liquidity strain".

*Source: figure1-sf-4 (dataset CSV worksheet "csv"; rowCount 533; columnCount 4)*

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_Source: https://www.imf.org/-/media/files/publications/gfsr/2019/april/english/ch1data/ch1csv/figure1-sf-4.csv_