Replication _ Green Bond Performance Under ESG Uncertainty: Nonlinear Time–Frequency Quantile Analysis

This replication package provides all data, code, and instructions required to reproduce the empirical results of the above-mentioned research paper. The study employs a wavelet-based quantile-on-quantile (QQ) regression framework to analyze the multi-scale, asymmetric, and time-varying relationship between ESG-based sustainability uncertainty and global green bond market returns. This package is designed to ensure transparency and facilitate independent verification of the statistical findings.This replication package provides all data, code, and instructions required to reproduce the empirical results of the above-mentioned research paper. The study employs a wavelet-based quantile-on-quantile (QQ) regression framework to analyze the multi-scale, asymmetric, and time-varying relationship between ESG-based sustainability uncertainty and global green bond market returns. This package is designed to ensure transparency and facilitate independent verification of the statistical findings.