Replication_ESGUI_Green_Bonds_Studyv.4

Description

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.

Institutions

• Ocean University of China

  Shandong, Qingdao

Categories

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