Walid Mensi

Quantile connectedness between African stock markets, Twitter sentiment index, implied volatilities, financial condition index and economic uncertainty

Purpose This study aims to examine the quantile-based time-frequency spillovers between African stock prices and global uncertainty indicators. Design/methodology/approach The study applies the quantile vector autoregressive connectedness framework to daily data (2012–2023) for n...

Regime-switching connectedness among European football clubs: a TVP-VAR analysis of volatility states and structural shifts

Purpose This study aims to investigate the dynamic interconnectedness among major publicly listed European football clubs, focusing on how return shocks propagate across club equities and whether these spillovers vary across volatility regimes. Design/methodology/approach Using d...