Andrea Barbon

Andrea Barbon is Assistant Professor of Finance at the University of St.Gallen. Professor Barbon shares his expertise in artificial intelligence with with Concretum Research and Syntagma Global Investments, a research company that provides consultancy services across different asset classes and markets.

Professor Barbon investigates issues related to decentralized finance (DeFi). In recent work, he leverages blockchain data to study the behavior of retail investors during price bubbles in the non-fungible tokens (NFTs) market. His results reveal that price crashes can be predicted to a significant extent by employing aggregate and agent-based variables. In another work stream, he studies how monetary policy transmits to stablecoin rates. Although large stablecoin issuers do not pay interest, investors can lend stablecoins in DeFi lending protocols, where predetermined interest rate rules govern interest rates. Data reveals an accurate account of DeFi interest rate dynamics around the recent Federal Reserve interest rate hiking cycle. This result brings a new piece to the debate on remunerating central bank digital currencies (CBDCs). Professor Barbon actively participates in SFI Knowledge Exchange activities on CBDCs.

• Financial Markets
  • Central Banks and Monetary Policy
  • Information and Market Efficiency
• Portfolio Management and Asset Classes
  • Asset Pricing
  • Options and Other Derivatives
• Financial Institutions
  • Institutional Investors and Funds
• Frontier Topics
  • Big Data and Fintech