Try this function, which also displays variable names for the correlation matrix:
def plot_corr(df,size=10):
'''Function plots a graphical correlation matrix for each pair of columns in the dataframe.
Input:
df: pandas DataFrame
size: vertical and horizontal size of the plot'''
corr = df.corr()
fig, ax = plt.subplots(figsize=(size, size))
ax.matshow(corr)
plt.xticks(range(len(corr.columns)), corr.columns);
plt.yticks(range(len(corr.columns)), corr.columns);