Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms.

A-Tier
Journal: Journal of Finance
Year: 1990
Volume: 45
Issue: 1
Pages: 113-36

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Hidden capital exists whenever the accounting measure of a firm's net worth diverges from its economic value. Such unbooked capital has on-balance-sheet and off-balance-sheet sources. This paper develops a model to estimate both forms of hidden capital and to test hypotheses about their determinants. In effect, the analysis expands the two-index model by endogenizing the market and interest-rate sensitivities of any stock and decomposing each sensitivity into on-balance-sheet and off-balance-sheet elements. For a sample of banks during 1975-85, the model finds considerable variation in both forms of hidden capital. Copyright 1990 by American Finance Association.

Technical Details

RePEc Handle
repec:bla:jfinan:v:45:y:1990:i:1:p:113-36
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25