Fabricius Somogyi

University of St. Gallen

Research Associate

Unterer Graben 21

St.Gallen, CH-9000

Switzerland

SCHOLARLY PAPERS

1

DOWNLOADS

765

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Ideas:
“  International Finance, FX Asset Pricing.  ”

Scholarly Papers (1)

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
Downloads 765 (36,427)
Citation 2

Abstract:

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