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Faculty of Economics and Business, William Paterson University, Wayne, NJ 07470, USA
Prof. Dr. Giuliana Andreopoulos
Department of Economics, Finance and Global Business, William Paterson University, Wayne, NJ, USA
1. Faculty of Maritime and Industrial Studies, University of Piraeus, 185-33 Piraeus, Greece
2. Faculty of Economics, Management and Accountancy, University of Malta, 2080 Msida, Malta
Dr. Ana Cristina Siqueira
Cotsakos College of Business, William Paterson University, Wayne, NJ 07470, USA
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The Future of Global Finance and Business: Trends, Policies and Market Evolution

Abstract submission deadline
31 May 2026
Manuscript submission deadline
31 July 2026
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Topic Information

Dear Colleagues,

Global finance encompasses all the financial activities and markets that support the world economy, which was valued at over $139 trillion in 2022. It refers to a vast network of relationships between countries, companies, and individuals who invest, trade, and plan for the future. This Topic, “The Future of Global Finance and Business: Trends, Policies and Market Evolution,” aims to explore the key forces shaping the financial sector in the coming decades. Topics of interest include Digital Finance & FinTech Disruption, Sustainable Finance & ESG Integration, Geopolitical Risks & Financial Stability, Monetary Policy & Central Banking in the Digital Age, Market Evolution & Investment Trends, International Finance and Risk Management, Foreign Exchange Exposure and Hedging Techniques, Exchange Rate Determination and International Asset Allocation.

We welcome submissions from a diverse range of disciplines, including original research, reviews, case studies, theoretical explorations, and practical insights into overcoming challenges and leveraging opportunities in this emerging domain.

JEL codes:
F65 - International Finance: Economic Impacts of Globalization G15 - International Financial Markets
E44 - Financial Markets and the Macroeconomy
G18 - Government Policy and Regulation
O16 - Financial Markets; Saving and Capital Investment; Corporate Finance and Governance

Prof. Dr. John Malindretos
Prof. Dr. Giuliana Andreopoulos
Prof. Dr. Eleftherios I. Thalassinos
Dr. Ana Cristina Siqueira
Topic Editors

Keywords

  • global finance
  • financial markets
  • monetary policy
  • financial regulation
  • economic trends
  • ai in global finance
  • foreign exchange exposure
  • risk management
  • capital allocation
  • exchange rates
  • global financial flows

Participating Journals

Journal Name Impact Factor CiteScore Launched Year First Decision (median) APC
Economies
economies 		2.1 4.7 2013 23.1 Days CHF 1800 Submit
Journal of Risk and Financial Management
jrfm 		- 5.0 2008 18.8 Days CHF 1600 Submit
Risks
risks 		1.5 5.0 2013 20 Days CHF 1800 Submit
Sustainability
sustainability 		3.3 7.7 2009 17.9 Days CHF 2400 Submit

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Published Papers (2 papers)

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36 pages, 4168 KB  
Article
The Credit–Deposit Paradox in a High-Inflation, High-Interest-Rate Environment—Evidence from Poland and the Limits of Endogenous Money Theory
by Dominik Metelski and Janusz Sobieraj
Sustainability 2026, 18(1), 389; https://doi.org/10.3390/su18010389 - 30 Dec 2025
Viewed by 576
Abstract
The endogenous money creation paradigm posits that banks generate money through lending, with deposits serving as a byproduct. This study investigates the mechanism driving the “credit–deposit paradox” during Poland’s high-interest-rate environment, introducing innovative methodological approaches to quantify systemic monetary impairment. Using comprehensive monthly [...] Read more.
The endogenous money creation paradigm posits that banks generate money through lending, with deposits serving as a byproduct. This study investigates the mechanism driving the “credit–deposit paradox” during Poland’s high-interest-rate environment, introducing innovative methodological approaches to quantify systemic monetary impairment. Using comprehensive monthly data from 2006 to 2024, we employ a mixed-methods framework featuring: (1) Bayesian vector autoregression with Minnesota priors to test dynamic interdependencies; (2) a novel money shortage indicator (MSI) that operationalizes credit–deposit decoupling through three theoretically grounded components; (3) Markov regime-switching analysis to identify persistent monetary stress regimes. Key findings reveal a structural decoupling between deposit growth and credit creation, with robust evidence that exogenous money inflows accumulate as idle deposits rather than stimulating lending. The economy experienced significant periods of money shortage conditions, with the most severe impairment occurring during recent high-stress periods. The analysis confirms the dominance of cost-push inflation from energy and food prices, while monetary factors played a limited role. High interest rates amplified credit demand suppression, creating conditions consistent with endogenous money creation disruption. Methodologically, this study enables three key advances: (1) systematic measurement of monetary transmission breakdowns; (2) empirical identification of structural factors disrupting credit–deposit dynamics; (3) temporal characterization of monetary stress persistence patterns. These contributions advance the endogenous money framework by demonstrating its vulnerability to behavioral, policy-induced, and exogenous disruptions during high-stress periods. Practically, the MSI offers policymakers a real-time diagnostic tool for identifying monetary transmission breakdowns, while the regime analysis informs targeted countercyclical measures. Specific policy recommendations include developing sector-specific liquidity facilities, coordinating fiscal transfers with monetary policy to prevent deposit–loan decoupling, and prioritizing supply-side interventions during cost-push inflation episodes. By integrating post-Keynesian theory with empirical evidence from Poland, this study contributes to understanding money creation mechanisms in highly stressed economic environments. Full article
(This article belongs to the Topic The Future of Global Finance and Business: Trends, Policies and Market Evolution)
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19 pages, 369 KB  
Article
Research on the Impact of Executives with Overseas Backgrounds on Corporate ESG Performance: Evidence from Chinese A-Share Listed Companies
by Lele Feng and Zhiqiang Ma
Sustainability 2025, 17(17), 7683; https://doi.org/10.3390/su17177683 - 26 Aug 2025
Viewed by 1270
Abstract
As sustainable development gains importance, corporate ESG performance has become a key factor in investment decisions and long-term business growth. Drawing on upper echelon theory and stakeholder theory, this study examines the impact of executives with overseas backgrounds on ESG performance using data [...] Read more.
As sustainable development gains importance, corporate ESG performance has become a key factor in investment decisions and long-term business growth. Drawing on upper echelon theory and stakeholder theory, this study examines the impact of executives with overseas backgrounds on ESG performance using data from A-share listed companies in Shanghai and Shenzhen from 2010 to 2022. The findings show that: (1) Executives with overseas backgrounds significantly enhance ESG performance; (2) this effect operates through three main channels—promoting corporate green technology innovation, improving the quality of corporate internal control, and enhancing the level of corporate risk-taking—while digital transformation positively moderates the relationship; (3) the effect is more pronounced in non-polluting, manufacturing, capital-intensive, and technology-intensive firms. This study clarifies the internal mechanisms by which executive backgrounds influence ESG outcomes and offers insights into enhancing ESG practices to support China’s “dual carbon” goals. Full article
(This article belongs to the Topic The Future of Global Finance and Business: Trends, Policies and Market Evolution)
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