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2012.05.06 - Material do Laboratório da Mariana Orsini - Heat Map Bolsas

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Heat Map Bolsas.xls
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						BRASIL
				Câmbio		Bolsa		Prod. Ind.		Selic		Volatilidade - Heat Map: Brasil						Subprime RMBS		Prime RMBS		Case & Shiller 20		S&P 500		spread Libor FF
		1/1/07		0.505		0.446		0.419		0.644						1/1/07		0.868193218		-0.4598485209		2.228		0.678		1.0134332413		-1.0889772875
		2/1/07		0.391		0.611		0.457		0.708						2/1/07		6.8835182611		-0.8351903854		2.005		0.609		1.0383474938		-1.8478706487
		3/1/07		0.352		1.074		0.697		0.497						3/1/07		5.9020345873		-1.1293297345		1.861		0.715		1.3474258763		-2.654907789
		4/2/07		0.359		0.522		0.205		0.363						4/2/07		5.4549973524		-1.4481784679		1.789		0.369		0.8945390457		-3.988497469
		5/1/07		0.432		0.615		0.709		0.436						5/1/07		14.5039186557		-1.5454131145		1.749		0.380		1.232850315		-4.5963238956
		6/1/07		0.047		0.399		0.002		0.470						6/1/07		28.7889198933		-0.7706530006		1.963		0.438		1.3968999058		-4.287809925
		7/2/07		0.316		0.709		0.306		0.123						7/2/07		27.7850827971		0.1406262537		1.998		0.497		0.9463601242		-4.6876888418
		8/1/07		0.529		0.844		0.986		0.305						8/1/07		48.8999471752		1.3134407502		2.520		1.570		1.1188166075		-4.9235956147
		9/3/07		0.085		0.687		1.001		1.065						9/3/07		53.0534696777		2.9579702739		2.803		1.085		1.3784094502		-5.2526901262
		10/1/07		0.301		0.606		2.783		0.521						10/1/07		61.7697784471		5.141710602		3.685		0.481		0.817983267		-4.8081267349
		11/1/07		0.093		0.692		1.693		0.222						11/1/07		77.825706264		8.3318549799		4.863		1.283		0.5338438326		-4.3204767621
		12/3/07		0.193		0.595		0.662		0.325						12/3/07		81.214913039		10.2827250799		4.875		1.306		0.7562991237		-4.3861153996
		1/1/08		0.028		0.967		0.920		0.553						1/1/08		94.7278408084		12.5205798958		5.240		1.139		0.7244664182		-4.5040739342
		2/1/08		0.195		1.344		0.332		0.172						2/1/08		104.8231008862		16.3746098593		5.731		1.330		3.5779814113		-4.6476308474
		3/3/08		0.036		0.736		0.271		0.042						3/3/08		103.6837793484		19.1675440309		4.935		1.633		0.9658577878		-3.2689797321
		4/1/08		0.192		0.713		0.071		0.180						4/1/08		117.52648978		26.804729997		3.526		1.660		1.5433352054		2.8147386837
		5/1/08		0.201		0.427		1.109		0.072						5/1/08		140.2538283871		33.4313329707		2.738		0.576		2.935196748		8.7436471085
		6/2/08		0.313		0.488		2.356		0.078						6/2/08		144.9226841867		42.8077750287		2.203		0.815		2.4668276245		13.2786705473
		7/1/08		0.309		0.463		0.015		0.308						7/1/08		157.8961774032		48.0357101559		2.795		1.143		2.9253413557		17.0199967659
		8/1/08		0.078		0.609		1.475		0.327						8/1/08		171.2479066871		54.1000534196		3.104		1.468		2.3072190083		20.3090780828
		9/1/08		0.737		2.018		0.879		0.038						9/1/08		187.1420056133		62.7658642086		4.411		2.658		0.8159067624		23.125605584
		10/1/08		2.296		5.260		1.887		1.166						10/1/08		225.6658743419		66.8875953115		5.034		7.119		4.453972427		24.0674617575
		11/3/08		2.006		5.588		5.833		4.184						11/3/08		272.7022474667		71.7686686129		5.159		7.829		12.9066275128		26.0185325818
		12/1/08		1.431		2.669		9.584		3.685						12/1/08		272.1854529871		71.1839015867		5.648		6.491		6.2574940292		25.777574438
		1/1/09		0.503		1.763		1.882		2.776						1/1/09		270.1486807387		73.4479345883		6.029		2.497		3.9880400914		26.4116676016
		2/2/09		0.389		1.079		1.408		1.131						2/2/09		268.88992385		84.6061696288		5.052		2.935		2.8641747017		29.554357583
		3/2/09		0.210		1.355		0.635		0.859						3/2/09		267.1169582258		80.2155527246		4.926		4.324		1.6583589656		26.9459137345
		4/1/09		0.067		0.948		0.695		0.659						4/1/09		266.3947791367		84.8627094972		2.343		3.620		1.8966892311		27.766188886
		5/1/09		0.261		1.029		0.841		0.465						5/1/09		265.1478155645		85.247711774		0.565		2.238		1.4821558448		27.1689857663
		6/1/09		0.170		0.573		0.357		0.039						6/1/09		264.9401825933		92.2480096347		0.899		1.543		1.5688174644		29.5819273201
		7/1/09		0.099		0.346		1.493		0.526						7/1/09		264.3465858935		93.3548717177		1.275		1.522		1.4666880651		28.8352473787
		8/3/09		0.030		0.425		0.429		0.480						8/3/09		263.5842300893		107.9930918707		0.607		0.815		0.7695720067		32.1438864882
		9/1/09		0.183		0.487		0.979		0.158						9/1/09				1.6911669868		0.827		0.744		0.3475454424		0.5033718242
		10/1/09		0.207		0.656		1.839		0.018						10/1/09						1.563		0.840		0.2746228952
		11/2/09		0.019		1.046		0.799		0.127						11/2/09						1.753		1.208		0.1063408178
		12/1/09		0.100		0.515		0.381		0.236						12/1/09						1.720		0.407		0.2231131546
		1/1/10		0.039		0.777		0.550		0.025						1/1/10						2.069		0.460		0.3569908965
		2/1/10		0.183		0.349				0.104						2/1/10						2.818		1.083		0.2351297235
		3/1/10		0.406		0.745				0.044						3/1/10						2.225		0.445		0.6159501194
																4/1/10						0.011		0.511		0.6770345545
		
		
						Rússia
				Câmbio		Bolsa		Prod. Ind.		Juros		Volatilidade - Heat Map: Rússia
		1/31/07		-0.352		0.442		2.627		0.838
		2/28/07		0.122		0.404		0.083		0.925
		3/30/07		-0.135		0.326		1.975		0.971
		4/30/07		0.021		0.470		1.359		1.026
		5/31/07		-0.748		0.522		0.045		1.192
		6/29/07		-0.678		0.273		0.635		1.170
		7/31/07		0.700		0.402		0.063		1.064
		8/31/07		0.068		0.375		0.544		0.946
		9/28/07		1.080		0.275		0.135		0.843
		10/31/07		0.527		0.321		1.163		0.809
		11/30/07		0.610		0.457		0.227		0.892
		12/31/07		0.158		0.377		0.841		0.895
		1/31/08		0.419		0.762		2.829		1.064
		2/29/08		0.382		0.827		0.403		1.042
		3/31/08		2.937		0.326		1.827		1.015
		4/30/08		0.254		0.345		0.932		1.023
		5/30/08		0.542		0.306		0.445		0.937
		6/30/08		-0.136		0.370		0.353		1.143
		7/31/08		0.521		0.562		0.457		1.115
		8/29/08		4.472		0.790		0.277		0.902
		9/30/08		5.401		2.017		0.140		0.829
		10/31/08		5.885		4.026		0.368		0.684
		11/28/08		4.216		4.045		2.105		0.658
		12/31/08		4.337		2.035		0.548		0.752
		1/30/09		21.717		0.855		3.984		0.652
		2/27/09		22.647		1.723		0.971		0.732
		3/31/09		10.899		1.798		1.727		1.070
		4/30/09		5.320		1.435		1.586		1.090
		5/29/09		8.118		1.044		0.485		0.927
		6/30/09		5.172		1.113		0.660		1.160
		7/31/09		5.709		0.959		0.694		1.171
		8/31/09		6.379		0.846		0.637		1.163
		9/30/09		6.428		0.630		0.760		1.112
		10/30/09		4.533		0.593		0.020		1.090
		11/30/09		1.964		0.626		0.237		1.119
		12/31/09		7.139		0.430		0.746		1.103
		1/29/10		4.529		0.342		4.103		1.044
		2/26/10		2.894		0.367		3.895		1.120
		3/3/10		1.314		0.349		4.237		1.140
		4/1/10				0.438
		
						China
				Câmbio		Bolsa		Prod. Ind.		Juros		Volatilidade - Heat Map: China
		1/31/07		0.199		1.489		0.252		0.831
		2/28/07		0.242		2.020		0.254		0.831
		3/30/07		0.389		2.050		1.195		0.831
		4/30/07		0.386		0.742		0.046		0.831
		5/31/07		0.266		0.991		0.164		0.831
		6/29/07		0.248		2.426		0.302		0.831
		7/31/07		0.382		2.250		0.323		0.831
		8/31/07		0.459		1.397		0.116		0.831
		9/28/07		0.513		0.944		0.327		0.831
		10/31/07		0.494		0.881		0.231		0.831
		11/30/07		0.306		1.329		0.139		0.831
		12/31/07		0.589		1.324		0.024		0.831
		1/31/08		0.480		0.987		0.001		0.653
		2/29/08		0.332		2.596		0.471		1.201
		3/31/08		0.298		1.291		0.567		1.573
		4/30/08		0.377		2.905		0.493		1.844
		5/30/08		0.611		2.336		0.072		2.042
		6/30/08		0.605		1.748		0.001		2.183
		7/31/08		0.512		2.426		0.309		2.273
		8/29/08		0.729		1.701		0.458		2.317
		9/30/08		0.845		2.350		0.342		2.317
		10/31/08		0.863		2.249		0.800		2.273
		11/28/08		0.945		2.810		0.720		2.454
		12/31/08		0.736		2.056		0.079		2.849
		1/30/09		0.872		1.016		0.682		3.191
		2/27/09		0.690		1.081		0.665		3.491
		3/31/09		0.214		2.054		0.676		3.759
		4/30/09		0.074		0.850		0.254		3.999
		5/29/09		0.009		0.590		0.408		4.216
		6/30/09		0.016		0.367		0.452		4.306
		7/31/09		0.118		0.602		0.026		4.321
		8/31/09		0.006		1.466		0.371		4.261
		9/30/09		0.064		2.236		0.390		4.124
		10/30/09		0.060		0.717		0.527		3.903
		11/30/09		0.027		0.660		0.725		3.586
		12/31/09		0.065		0.810		0.161		3.149
		1/29/10		0.043		0.440				2.546
		2/26/10		0.049		0.365				1.660
		3/3/10		0.054		0.432
		4/1/10		0.030		0.438