Fabricius Somogyi

University of St. Gallen

Research Associate

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

  • University of St. Gallen

SCHOLARLY PAPERS

1

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765

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Ideas:
“  International Finance, FX Asset Pricing.  ”

  • University of St. Gallen

Scholarly Papers (1)

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1.

Asymmetric Information Risk in FX Markets

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 137 Posted: 16 Oct 2018 Last Revised: 28 Aug 2020
Angelo Ranaldo and Fabricius Somogyi
University of St. Gallen and University of St. Gallen
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Citation 2

Abstract:

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Asymmetric information, Currency portfolios, Order flow, OTC, Risk premium