Home Improvement

So I'm planning out a bathroom remodel and part of that is replacing the vent fan because currently mine is just venting into my attic (no bueno). I know normally bathrooms are vented out through the roof but my bathroom is on an exterior wall so I was wondering if I could just vent it out the side of the house. I'm going to be ripping open that wall anyways and I would much rather cut a hole in the side of the house than run a vent pipe up through the roof.

Also I'm in Minnesota if climate is a concern.