Abakah, Emmanuel Joel AikinsTiwari, Aviral KumarKarikari,Nana KwasiAgbloyora,Elikplimi KomlaLee, Chi-Chuan2025-11-072024-11-11https://doi.org/10.1080/00036846.2024.2423898http://10.0.100.94:4000/handle/123456789/129This research explores the dependence, directional predictability and dynamic co-movement between fintech and cryptocurrency markets from July 2016 to March 2021 using a series of quantile-based coherency techniques. The causality-in-quantiles results show a considerable difference between causality-in-mean and in-variance under different market conditions. For cross-quantilogram analysis, we observe minimal directional predictability between cryptocurrencies and fintech both in the short-run and in the long-run under bearish and bullish market states. From wavelet multiple cross-correlation models, we show that cryptocurrencies maximize multiple correlation compared to fintech across all time scales, denoting that cryptocurrencies are most dependent on fintech for all wavelet scales.enFintechcryptocurrenciesquantile dependencedirectional predictabilitycross-quantilogramwaveletsArticle