Yes. If you are still in the course phase, please make sure that you attend similar courses. The Programme Committee decides before the exchange if courses are equivalent. An exchange is also possible during the research phase. In that case you have to attend Ph.D., literature/research seminars abroad. The International Exchange Office at the University of St.Gallen generally supports exchanges at the Ph.D. level.
Additionally, you have the opportunity to take single courses at cooperating universities like Frankfurt, Konstanz, and the NCCR Finrisk Network.