Manouba University

Dependence of Extreme Values, VaR, and Contagion During the COVID-19 Period: Analysis Using the Copula-GARCH Approach

The present study investigates extreme co-movements and financial contagion across a broad set of global financial markets, including ten developed and emerging stock market indices, commodities (gold and oil), and cryptocurrencies (Bitcoin), over the period from January 2007 to...

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...

Uncaptured Faith: Islamic Jurisprudence, Black Consciousness, and the Ethics of Enslaved Resistance

This study explores the role of Islamic belief in shaping the ideological and spiritual foundations of resistance among enslaved Africans in the Americas, with a particular focus on the antebellum United States. While the dominant historical narratives often marginalize the prese...

Machine Learning-Based Prediction of Six-Minute Walk Distance in Children with Obesity

Background: The six-minute walk test (6MWT) assesses functional exercise capacity, but existing reference equations for children with obesity rely on traditional linear regression, potentially overlooking complex, non-linear relationships between anthropometric characteristics an...

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...