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

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


DisciplinaEconomia Monetária740 materiais16.238 seguidores
Pré-visualização50 páginas
0.488		0.463		0.609		2.018		5.260		5.588		2.669		1.763		1.079		1.355		0.948		1.029		0.573		0.346		0.425		0.487		0.656		1.046		0.515		0.777		0.349		0.745
		
						China				1.489		2.020		2.050		0.742		0.991		2.426		2.250		1.397		0.944		0.881		1.329		1.324		0.987		2.596		1.291		2.905		2.336		1.748		2.426		1.701		2.350		2.249		2.810		2.056		1.016		1.081		2.054		0.850		0.590		0.367		0.602		1.466		2.236		0.717		0.660		0.810		0.440		0.365		0.432
		
						Inglaterra				0.383		0.352		0.617		0.387		0.315		0.401		0.503		1.536		1.137		0.611		0.840		0.993		1.056		1.749		1.157		1.059		0.415		0.608		1.163		0.899		1.754		4.579		4.198		2.982		1.299		1.225		2.304		1.840		1.038		0.757		0.963		0.550		0.481		0.635		0.793		0.770		0.371		0.595		0.320
		
						EUA				0.678		0.609		0.715		0.369		0.380		0.438		0.497		1.570		1.085		0.481		1.283		1.306		1.139		1.330		1.633		1.660		0.576		0.815		1.143		1.468		2.658		7.119		7.829		6.491		2.497		2.935		4.324		3.620		2.238		1.543		1.522		0.815		0.744		0.840		1.208		0.407		0.460		1.083		0.445
		
				Spread Libor-FF						1.013		1.038		1.347		0.895		1.233		1.397		0.946		1.119		1.378		0.818		0.534		0.756		0.724		3.578		0.966		1.543		2.935		2.467		2.925		2.307		0.816		4.454		12.907		6.257		3.988		2.864		1.658		1.897		1.482		1.569		1.467		0.770		0.348		0.275		0.106		0.223		0.357		0.235		0.616
										Jan-07		Feb-07		Mar-07		Apr-07		May-07		Jun-07		Jul-07		Aug-07		Sep-07		Oct-07		Nov-07		Dec-07		Jan-08		Feb-08		Mar-08		Apr-08		May-08		Jun-08		Jul-08		Aug-08		Sep-08		Oct-08		Nov-08		Dec-08		Jan-09		Feb-09		Mar-09		Apr-09		May-09		Jun-09		Jul-09		Aug-09		Sep-09		Oct-09		Nov-09		Dec-09		Jan-10		Feb-10		Mar-10
		
		
						above 3.5												between 0.5 e 2
		
						between 2 and 3.5												below 0.5
		
		
		
										Heat Map Bolsas
		
						Euro				0.365		0.433		0.483		0.328		0.353		0.385		0.398		0.793		0.475		0.307		0.459		0.250		0.968		1.429		0.780		0.666		0.271		0.414		0.734		0.542		1.145		3.232		2.965		2.490		0.967		1.120		1.912		1.618		0.800		0.733		0.946		0.564		0.430		0.579		0.671		0.532		0.385		0.677		0.371
		
						India				0.288		0.407		0.616		0.414		0.281		0.374		0.416		0.624		0.324		0.796		0.618		0.427		0.949		1.520		1.061		0.809		0.350		0.550		1.337		0.717		0.601		1.617		2.019		0.984		0.936		0.578		0.672		0.855		1.446		1.206		0.906		0.570		0.291		0.453		0.451		0.306		0.418		0.274		0.371
		
						Russia				0.442		0.404		0.326		0.470		0.522		0.273		0.402		0.375		0.275		0.321		0.457		0.377		0.762		0.827		0.326		0.345		0.306		0.370		0.562		0.790		2.017		4.026		4.045		2.035		0.855		1.723		1.798		1.435		1.044		1.113		0.959		0.846		0.630		0.593		0.626		0.430		0.342		0.367		0.349
		
						Brazil				0.446		0.611		1.074		0.522		0.615		0.399		0.709		0.844		0.687		0.606		0.692		0.595		0.967		1.344		0.736		0.713		0.427		0.488		0.463		0.609		2.018		5.260		5.588		2.669		1.763		1.079		1.355		0.948		1.029		0.573		0.346		0.425		0.487		0.656		1.046		0.515		0.777		0.349		0.745
		
						China				1.489		2.020		2.050		0.742		0.991		2.426		2.250		1.397		0.944		0.881		1.329		1.324		0.987		2.596		1.291		2.905		2.336		1.748		2.426		1.701		2.350		2.249		2.810		2.056		1.016		1.081		2.054		0.850		0.590		0.367		0.602		1.466		2.236		0.717		0.660		0.810		0.440		0.365		0.432
																																																																																																										acima de 3.5												entre 0,5 e 2
						MSCI BRIC				-0.086		-0.586		-0.578		-0.306		-0.127		-0.295		-0.143		-0.289		-0.629		0.596		1.305		0.501		0.038		-0.507		-0.276		-0.163		-0.557		-0.618		-0.442		-0.529		-0.138		-0.420		1.138		0.367		-0.727		-0.531		-0.165		-0.474		-0.636		0.483		0.840		0.582		0.393		0.372		0.683		0.311		0.005		1.808		0.798
		
						MSCI				-0.070		-0.579		-0.547		-0.278		-0.172		-0.291		-0.143		-0.314		-0.553		0.480		1.317		0.512		0.105		-0.528		-0.278		-0.154		-0.537		-0.699		-0.415		-0.515		-0.123		-0.460		1.096		0.449		-0.701		-0.569		-0.177		-0.430		-0.681		0.364		0.937		0.517		0.449		0.377		0.668		0.338		-0.123		1.808		0.886
		
						England				0.383		0.352		0.617		0.387		0.315		0.401		0.503		1.536		1.137		0.611		0.840		0.993		1.056		1.749		1.157		1.059		0.415		0.608		1.163		0.899		1.754		4.579		4.198		2.982		1.299		1.225		2.304		1.840		1.038		0.757		0.963		0.550		0.481		0.635		0.793		0.770		0.371		0.595		0.320
																																																																																																										entre 2 e 3,5												abaixo de 0,5
						USA				0.678		0.609		0.715		0.369		0.380		0.438		0.497		1.570		1.085		0.481		1.283		1.306		1.139		1.330		1.633		1.660		0.576		0.815		1.143		1.468		2.658		7.119		7.829		6.491		2.497		2.935		4.324		3.620		2.238		1.543		1.522		0.815		0.744		0.840		1.208		0.407		0.460		1.083		0.445
		
										Jan-07		Feb-07		Mar-07		Apr-07		May-07		Jun-07		Jul-07		Aug-07		Sep-07		Oct-07		Nov-07		Dec-07		Jan-08		Feb-08		Mar-08		Apr-08		May-08		Jun-08		Jul-08		Aug-08		Sep-08		Oct-08		Nov-08		Dec-08		Jan-09		Feb-09		Mar-09		Apr-09		May-09		Jun-09		Jul-09		Aug-09		Sep-09		Oct-09		Nov-09		Dec-09		Jan-10		Feb-10		Mar-10
		
										Heat Map Juros
		
						Brazil				-0.574		-0.878		-0.747		-0.847		-0.675		-0.494		-0.777		-0.832		-0.363		-0.572		-0.801		-0.815		-0.613		-0.835		-0.782		-0.420		-0.528		-0.203		-0.561		-0.533		-0.880		-0.822		-0.101		0.569		1.259		0.117		-0.526		-0.036		-0.692		-0.454		-0.652		-0.713		-0.817		-0.724		-0.428		-0.816		-0.682		-0.830		-0.862
		
						India				-0.118		-0.232		0.396		-0.010		0.780		-0.289		0.435		3.001		3.590		-0.283		-0.378		0.451		-0.768		0.446		-0.404		-0.318		-0.002		-0.127		1.305		3.353		0.187		0.531		3.375		1.990		4.946		2.427		0.216		0.638		3.047		1.153		0.437		0.111		0.526		0.655		0.806		-0.283		0.245		0.035		-0.282
		
						China				-0.689		-0.683		-0.809		-0.767		0.088		-0.635		-0.206		1.464		-0.734		-0.491		0.383		0.900		0.001		-0.571		0.714		-0.509		-0.604		-0.380		-0.315		-0.516		-0.508		0.424		1.911		2.167		4.242		0.213		-0.050		-0.337		-0.460		-0.572		-0.697		1.233		0.504		-0.463		-0.538		-0.776		-0.533		-0.637		-0.673
		
						TED Spread				-1.013		-1.038		-1.347		-0.895		-1.233		-1.397		-0.946		-1.119		1.045		0.818		0.446		0.756		0.511		3.578		0.851		0.744		2.935		2.467		2.925		2.307		0.816		4.454		12.907		6.257		3.988		2.864		1.658		1.897		1.482		1.569		1.467		0.770		0.348		0.263		-0.106		0.136		-0.323		-0.232		-0.616
		
										Jan-07		Feb-07		Mar-07		Apr-07		May-07		Jun-07		Jul-07		Aug-07		Sep-07		Oct-07		Nov-07		Dec-07		Jan-08		Feb-08		Mar-08		Apr-08		May-08		Jun-08		Jul-08		Aug-08		Sep-08		Oct-08		Nov-08		Dec-08		Jan-09		Feb-09		Mar-09		Apr-09		May-09		Jun-09		Jul-09		Aug-09		Sep-09		Oct-09		Nov-09		Dec-09		Jan-10		Feb-10		Mar-10
		
								Heat Map EMBI
						India		-0.334		-0.160		-0.216		-0.190		-0.314		-0.150		-0.091		0.721		0.134		0.129		-0.107		0.305		0.350		0.218		0.229		0.392		0.116		0.120		0.295		-0.021		-0.333		0.868		4.412		0.953		1.494		0.173		0.401		1.385		1.432		0.220		0.138		0.095		0.096		0.010		0.032		-0.081		0.099		-0.079		-0.146
		
						Russia		0.032		0.345		0.636		0.891		0.029		2.004		2.238		1.572		1.033		1.140		1.098		1.494		1.433		1.519		1.654		1.126		0.677		1.324		1.160		1.035		1.710		5.185		5.655		1.710		0.449		1.143		0.350		0.195		0.294		0.455		0.226		0.340		0.489		1.220		3.498		1.253		0.546		0.494		0.114
		
						Brazil		-0.551		-0.258		0.524		-0.399		-0.124		0.480		1.190		2.432		1.323		0.594		1.456		1.502		1.042		1.005		1.464		0.678		0.427		1.249		0.418		0.431		1.572		4.382		4.184		1.432		1.014		1.802		0.731		0.163		0.401		0.973		0.812		1.052		0.738		0.978		0.744		0.303		0.509		0.568		0.355
		
						China		1.031		-0.240		-0.132		-0.001		1.013		-0.102		-0.006		0.342		0.089		1.782		0.708		0.143		0.239		0.535		0.542		0.451		0.459		0.590		0.277		0.441		0.965		1.897		0.841		1.332		0.173		0.878		0.983		0.594		0.111		1.123		0.816		0.471		0.519		0.646		0.571		0.287		2.491		1.607		0.347
								Jan-07		Feb-07		Mar-07		Apr-07		May-07		Jun-07		Jul-07		Aug-07		Sep-07		Oct-07		Nov-07		Dec-07		Jan-08		Feb-08		Mar-08		Apr-08