<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "The Variance Risk Premium and Fundamental Uncertainty"^^ . "We propose a new measure of the expected variance risk premium that is based on a forecast of the conditional variance from a GARCH-MIDAS model. We find that the new measure has strong predictive ability for future U.S. aggregate stock market returns and rationalize this result by showing that the new measure effectively isolates fundamental uncertainty as the factor that drives the variance risk premium."^^ . "2015-02" . . . "0583" . . . . . . . . "Karin"^^ . "Loch"^^ . "Karin Loch"^^ . . "Christian"^^ . "Conrad"^^ . "Christian Conrad"^^ . . . . . . "The Variance Risk Premium and Fundamental Uncertainty (PDF)"^^ . . . "conrad_Loch_2015_dp583.pdf"^^ . . . "The Variance Risk Premium and Fundamental Uncertainty (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "The Variance Risk Premium and Fundamental Uncertainty (Other)"^^ . . . . . . "preview.jpg"^^ . . . "The Variance Risk Premium and Fundamental Uncertainty (Other)"^^ . . . . . . "medium.jpg"^^ . . . "The Variance Risk Premium and Fundamental Uncertainty (Other)"^^ . . . . . . "small.jpg"^^ . . . "The Variance Risk Premium and Fundamental Uncertainty (Other)"^^ . . . . . . "indexcodes.txt"^^ . . "HTML Summary of #18312 \n\nThe Variance Risk Premium and Fundamental Uncertainty\n\n" . "text/html" . . . "330 Wirtschaft"@de . "330 Economics"@en . .