This study investigates the connectedness of African stock markets using the quantile vector autoregressive (QVAR) approach. The research focuses on the stock markets of Egypt, Kenya, Morocco, Nigeria, South Africa, and Tunisia, analyzing their linkages during bearish, bullish, and normal market phases. The dataset spans from November 25, 2008, to September 18, 2023. The findings reveal that during bearish conditions, South Africa dominates the network, transmitting shocks to other markets, while Morocco and Kenya play a lesser role. In bullish conditions, Nigeria is the major net shock transmitter, supported by South Africa and Kenya. Egypt and Tunisia are net shock receivers in both market phases. At the median quantile, the Kenyan market is the most vulnerable, while Nigerian, Egyptian, and South African markets are influenced by others. The study also highlights the importance of portfolio management strategies to maximize returns amid underperforming African stocks. The results suggest that African stock markets are increasingly integrated, with varying degrees of connectivity depending on market conditions. The findings provide insights for portfolio managers, investors, and regulators to better understand and manage risks in African stock markets.This study investigates the connectedness of African stock markets using the quantile vector autoregressive (QVAR) approach. The research focuses on the stock markets of Egypt, Kenya, Morocco, Nigeria, South Africa, and Tunisia, analyzing their linkages during bearish, bullish, and normal market phases. The dataset spans from November 25, 2008, to September 18, 2023. The findings reveal that during bearish conditions, South Africa dominates the network, transmitting shocks to other markets, while Morocco and Kenya play a lesser role. In bullish conditions, Nigeria is the major net shock transmitter, supported by South Africa and Kenya. Egypt and Tunisia are net shock receivers in both market phases. At the median quantile, the Kenyan market is the most vulnerable, while Nigerian, Egyptian, and South African markets are influenced by others. The study also highlights the importance of portfolio management strategies to maximize returns amid underperforming African stocks. The results suggest that African stock markets are increasingly integrated, with varying degrees of connectivity depending on market conditions. The findings provide insights for portfolio managers, investors, and regulators to better understand and manage risks in African stock markets.