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e-MID dataset

e-MID is the Italian Electronic Market for Interbank Deposits. Data consist of transactions between banks participating to the market. For each transaction, the following information is recorded: maturity of the lending, date and time of the transaction, interest rate agreed for the loan, volume of the transaction, ID of the bank that posted the order in the book, ID of the bank that chose the posted order, side of the aggressor bank.

Visit also: https://journals.aps.org/pre/abstract/10.1103/PhysRevE.74.066112, http://www.sciencedirect.com/science/article/pii/S0165188907000474, http://link.springer.com/article/10.1007/s10614-014-9427-x

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Personal Data Attributes

Description: Personal Data related Information

Field Value
ChildrenData No
Personal Data No
Personal data was manifestly made public by the data subject No
Sensitive Data No
Additional Info
Field Value
Accessibility Both
Accessibility Mode Download
Availability On-Site
Basic rights Other rights
Consent obtained also covers the envisaged transfer of the personal data outside the EU N/A (Not appliable)
Consent of the data subject N/A (Not appliable)
Creation Date 2017-04-28 19:05
Creator Squartini, Tiziano, [email protected], orcid.org/0000-0001-9011-966X
Details 149,6 MB; *.csv format
Field/Scope of use Private use
Group Demography, Economy and Finance 2.0
IP/Copyrights N/A (Not applicable)
Manifestation Type Original
Processing Degree Primary
Semantic Coverage Financial networks
SoBigData Node SoBigData EU
Territory of use World Wide
Thematic Cluster Social Data [SD]
TimeCoverage 1999Q1-2012Q3
system:type Dataset
Management Info
Field Value
Source http://www.e-mid.it/
Author Squartini Tiziano
Maintainer Squartini Tiziano
Version 1
Last Updated 28 October 2023, 10:23 (CEST)
Created 6 September 2018, 14:40 (CEST)