%0 Journal Article
%T Variance Risk Premia, Asset Predictability Puzzles, and Macroeconomic Uncertainty
%A Hao Zhou
%J -
%D 2018
%R 10.1146/annurev-financial-110217-022737
%X This article reviews the predictability evidence on the variance risk premium: (a) It predicts significant positive risk premia across equity, bond, currency, and credit markets; (b) the predictabi..
%U https://www.annualreviews.org/doi/abs/10.1146/annurev-financial-110217-022737