Welcome to the Quantitative Financial History Lab, led by Matthew Baron, Associate Professor of Finance at Georgetown University. 

We are a group of researchers from finance and economics who work on quantitative financial history. Our research is currently funded a joint National Science Foundation-Office of Financial Research grant and by the Psaros Center at Georgetown University. Our research has previously been supported by the Institute for New Economic Thinking (INET), the Cornell Center for Social Sciences (CCSS), and the Governor's Woods Foundation.

Projects

1. Banking Crises Database. We welcome you to visit our first major project, the historical Banking Crises Database, which is joint work of Matthew Baron (Georgetown), Attila Balogh (Univ. of Melbourne), Daniel Dieckelmann (European Central Bank), and Kody Law (CUHK). 

Visit the Banking Crises Database

2. Bank equity data. You can also download bank and nonfinancial equity data (46 countries, 1870-2016), bank credit growth, and other data from our paper "Banking Crises without Panics" (with Emil Verner and Wei Xiong, Quarterly Journal of Economics, 2021). 

3. Individual Japanese stocks and balance sheets of leveraged intermediaries. You can download data from our paper "Intermediaries and Asset Prices: International Evidence since 1870" (with Tyler Muir in the Review of Financial Studies)

• Individual Japanese stocks, 1955-2000: prices, dividends, ownership, and other financial data.

• Balance sheets of banks and securities firms in the U.S., U.K., and Japan over the period 1870-2016.

Visit the Data page

Future plans

We plan to make other databases available soon:

• 1. Balance sheets of all banks in 17 countries, 1870-2016 (with Moritz Schularick and Kaspar Zimmermann) 

Learn more about us