| dc.description.abstract | This study uses the interdisciplinary analysis framework to transform corporate risks into the micro-analysis of accounting theory, and uses interdisciplinary analysis methods to convert into volatility and risk-related dimensions of financial science. The phenomenon, and induction of different empirical results in empirical research, observed changes in the structural state of the model to predict changes in corporate risk.
Hsiao et al. (2016) who establishes a causal network of risk concepts in accounting is used. The system-related dynamic changes between accounting elements can be used to understand the changes in risk, and the top 500 companies in the United States are the experimental subjects to analyze the change time, cycle, and funding gap change rate of each loop, integrate the loop analysis results, summarize the possible loop combinations, and explain the structural status and risk changes in each model, and the way of graphs is
presented so that companies can predict risk changes through changes in the various elements of the company. Therefore, the contributions of this study are: First, companies can select activities suitable for development through the analysis results of the various loops. Second, induction all possible models, and their structural status and risk changes. And third, interpret disputes over different conclusions in the accounting and financial domains in a cross-cutting manner. | en_US |