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.