Correlações lambda 0.94 data inicial 7/23/2007 data final 7/31/2008 Ibovespa Global 40 Dólar Nasdaq Dow Jones pre001 pre021 pre042 pre063 pre126 pre189 pre252 pre504 cupom021 cupom042 cupom063 cupom126 cupom189 cupom252 cupom504 Ibovespa 1.0000 0.8755 0.8055 0.4543 0.6396 0.7203 0.0935 0.1009 0.0707 -0.0337 -0.0425 -0.1015 -0.1667 -0.1486 -0.1176 -0.1103 -0.1084 -0.1194 -0.1423 -0.1016 C-Bond 0.8755 1.0000 0.9106 0.5007 0.6958 0.7371 -0.0968 -0.0157 -0.0793 -0.1198 -0.0971 -0.1020 -0.1140 -0.1328 -0.0954 -0.0950 -0.0947 -0.1081 -0.1332 -0.1036 Dólar 0.8055 0.9106 1.0000 0.4851 0.7712 0.7697 -0.0341 0.0907 0.0144 -0.0224 -0.0212 -0.0764 -0.1749 -0.0889 -0.0572 -0.0601 -0.0641 -0.0857 -0.1372 -0.1798 Nasdaq 0.4543 0.5007 0.4851 1.0000 0.4573 0.4690 -0.0191 0.0516 0.0170 0.0127 0.0201 -0.0145 -0.0634 -0.1286 -0.1060 -0.1144 -0.1129 -0.1356 -0.1683 -0.2049 Dow Jones 0.6396 0.6958 0.7712 0.4573 1.0000 0.6658 -0.0503 0.0950 0.0500 0.0471 0.0853 0.0254 -0.0801 -0.1508 -0.1305 -0.1435 -0.1265 -0.1535 -0.1808 -0.2007 pre001 0.7203 0.7371 0.7697 0.4690 0.6658 1.0000 0.3046 0.4532 0.4047 0.3348 0.2880 0.1291 -0.1695 -0.1201 -0.0881 -0.0835 -0.0879 -0.1170 -0.1693 -0.2271 pre021 0.0935 -0.0968 -0.0341 -0.0191 -0.0503 0.3046 1.0000 0.8720 0.8567 0.6776 0.5286 0.2280 -0.2584 0.0710 0.0800 0.1047 0.1059 0.1204 0.1146 0.0978 pre042 0.1009 -0.0157 0.0907 0.0516 0.0950 0.4532 0.8720 1.0000 0.9124 0.8546 0.7325 0.4591 -0.0910 0.0664 0.0876 0.1005 0.1056 0.0987 0.0638 -0.0395 pre063 0.0707 -0.0793 0.0144 0.0170 0.0500 0.4047 0.8567 0.9124 1.0000 0.8354 0.7415 0.4542 -0.0945 -0.0003 0.0283 0.0555 0.0412 0.0514 0.0397 -0.0141 pre126 -0.0337 -0.1198 -0.0224 0.0127 0.0471 0.3348 0.6776 0.8546 0.8354 1.0000 0.9355 0.7322 0.1905 0.0300 0.0499 0.0554 0.0554 0.0161 -0.0095 -0.1166 pre189 -0.0425 -0.0971 -0.0212 0.0201 0.0853 0.2880 0.5286 0.7325 0.7415 0.9355 1.0000 0.8771 0.3796 0.0550 0.0815 0.0847 0.0732 0.0337 0.0124 -0.1232 pre252 -0.1015 -0.1020 -0.0764 -0.0145 0.0254 0.1291 0.2280 0.4591 0.4542 0.7322 0.8771 1.0000 0.7391 0.1369 0.1633 0.1610 0.1644 0.1232 0.1182 -0.0534 pre504 -0.1667 -0.1140 -0.1749 -0.0634 -0.0801 -0.1695 -0.2584 -0.0910 -0.0945 0.1905 0.3796 0.7391 1.0000 0.1735 0.1793 0.1657 0.1782 0.1355 0.1468 0.0001 cupom021 -0.1486 -0.1328 -0.0889 -0.1286 -0.1508 -0.1201 0.0710 0.0664 -0.0003 0.0300 0.0550 0.1369 0.1735 1.0000 0.9901 0.9829 0.9594 0.9052 0.8418 0.5323 cupom042 -0.1176 -0.0954 -0.0572 -0.1060 -0.1305 -0.0881 0.0800 0.0876 0.0283 0.0499 0.0815 0.1633 0.1793 0.9901 1.0000 0.9965 0.9746 0.9259 0.8606 0.5374 cupom063 -0.1103 -0.0950 -0.0601 -0.1144 -0.1435 -0.0835 0.1047 0.1005 0.0555 0.0554 0.0847 0.1610 0.1657 0.9829 0.9965 1.0000 0.9814 0.9429 0.8833 0.5738 cupom126 -0.1084 -0.0947 -0.0641 -0.1129 -0.1265 -0.0879 0.1059 0.1056 0.0412 0.0554 0.0732 0.1644 0.1782 0.9594 0.9746 0.9814 1.0000 0.9811 0.9389 0.6510 cupom189 -0.1194 -0.1081 -0.0857 -0.1356 -0.1535 -0.1170 0.1204 0.0987 0.0514 0.0161 0.0337 0.1232 0.1355 0.9052 0.9259 0.9429 0.9811 1.0000 0.9792 0.7367 cupom252 -0.1423 -0.1332 -0.1372 -0.1683 -0.1808 -0.1693 0.1146 0.0638 0.0397 -0.0095 0.0124 0.1182 0.1468 0.8418 0.8606 0.8833 0.9389 0.9792 1.0000 0.8388 cupom504 -0.1016 -0.1036 -0.1798 -0.2049 -0.2007 -0.2271 0.0978 -0.0395 -0.0141 -0.1166 -0.1232 -0.0534 0.0001 0.5323 0.5374 0.5738 0.6510 0.7367 0.8388 1.0000