The Interconnectedness between Green Finance Indexes and Other Important Financial Variables
Frank J. Fabozzi, Diana E. Tunaru and Radu S. Tunaru
The Journal of Portfolio Management Novel Risks 2022, 48 (10) 60-77; DOI: https://doi.org/10.3905/jpm.2022.1.392
Frank J. Fabozzi
is a professor of finance at the EDHEC Business School in Nice, France
Diana E. Tunaru
is a lecturer in finance at the Kent Business School of the University of Kent in Canterbury, UK
Radu S. Tunaru
is a professor of finance and risk management at the University of Sussex Business School in Brighton, UK

Data supplements
Supplementary Data Document
Online Supplement Pdf Document
- Supplementary Document - Online Supplement Pdf Document
Explore our content to discover more relevant research
In this issue
The Journal of Portfolio Management
Vol. 48, Issue 10
Novel Risks 2022
The Interconnectedness between Green Finance Indexes and Other Important Financial Variables
Frank J. Fabozzi, Diana E. Tunaru, Radu S. Tunaru
The Journal of Portfolio Management Sep 2022, 48 (10) 60-77; DOI: 10.3905/jpm.2022.1.392
Jump to section
- Article
- Abstract
- RELEVANT LITERATURE REVIEW ON GREEN FINANCE
- DESCRIPTION OF THE GREEN FINANCE INDEXES DATASET
- HYPOTHESES
- A PRELIMINARY CORRELATION ANALYSIS
- DECOMPOSITION OF MULTIVARIATE CORRELATION MEASURES
- GRAPHICAL MODELING OF GREEN REVENUE INDEXES
- THE LINKS BETWEEN GREEN REVENUE INDEXES AND OTHER FINANCIAL VARIABLES
- CONCLUSION
- ENDNOTES
- REFERENCES
- Supplemental
- Info & Metrics