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 Monetária656 materiais14.450 seguidores
Pré-visualização50 páginas
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
		
						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
																																																																																																										entre 2 e 3,5												abaixo de 0,5
						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
		
										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
		
						Brasil				-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
		
						Brasil		-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		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 EUA
						TED Spread		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
		
						S&P 500		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
		
						Case & Shiller 20		2.228		2.005		1.861		1.789		1.749		1.963		1.998		2.520		2.803		3.685		4.863		4.875		5.240		5.731		4.935		3.526		2.738		2.203		2.795		3.104		4.411		5.034		5.159		5.648		6.029		5.052		4.926		2.343		0.565		0.899		1.275		0.607		0.827		1.563		1.753		1.720		2.069		2.818		2.225
		
						Prime RMBS		-0.460		-0.835		-1.129		-1.448		-1.545		-0.771		0.141		1.313		2.958		5.142		8.332		10.283		12.521		16.375		19.168		26.805		33.431		42.808		48.036		54.100		62.766		66.888		71.769		71.184		73.448		84.606		80.216		84.863		85.248		92.248		93.355		107.993		1.691
		
						Subprime RMBS		0.868		6.884		5.902		5.455		14.504		28.789		27.785		48.900		53.053		61.770		77.826		81.215		94.728		104.823		103.684		117.526		140.254		144.923		157.896		171.248		187.142		225.666		272.702		272.185		270.149		268.890		267.117		266.395		265.148		264.940		264.347		263.584
								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 Câmbio
		
						China		1.521		-1.034		0.577		0.354		0.804		0.416		-0.179		0.908		0.767		0.016		-0.357		2.036		1.136		1.084		0.181		0.541		0.821		-0.003		0.844		2.157		-0.505		0.771		0.721		6.020		0.715		-0.038		0.846		0.151		0.115		-0.108		0.334		-0.201		-0.090		-0.037		0.001		-0.159		0.006		-0.044		0.068		-0.0723392199
		
						Brasil		-0.857		-1.291		-0.346		-0.712		-0.853		-0.761		-0.402		0.275		1.110		-0.784		0.566		0.372		-0.394		0.072		-0.773		0.067		0.017		0.074		-0.537		-0.849		0.473		2.621		5.295		3.819		2.222		1.433		2.360		-0.602		0.074		0.267		0.214		-1.053		1.519		0.730		0.660		-1.037		-0.825		-1.202		0.087		-0.6289727373
		
						Índia		-0.270		-0.297		-0.638		-0.011		1.431		0.526		0.397		0.418		0.639		0.423		0.462		-0.569		-0.056		-0.121		2.760		0.126		0.674