We present the results of an all-sky radio survey between 5 and 9 GHz of the
fields surrounding all unassociated gamma-ray objects listed in the Fermi Large Area
Telescope Second Source Catalog (2FGL). The observations were conducted in
two steps, first observations with the Very Large Array and the Australia 
Telescope Compact Array provided localizations of weak radio point sources found
in 2FGL fields at arcmin scales. Then a subset of those were followed-up with
the Very Long Baseline and the Long Baseline Arrays providing detections at
sub-arcsecond resolution. In total we found 865 radio sources at arcsec scales
as candidates for association. Our association method is based on the fact that
bright VLBI detected compact radio sources with milli-arcsecond structures are
rare objects. We quantified association probabilities based on known statistics of
source counts and assuming a uniform distribution of background sources. We
thus report firm associations for 76 previously unknown gamma-ray active galactic
nuclei based on sub-arcsec scale detections. Comparison of these new AGN 
associations with the predictions from using the WISE color-color diagram shows
that using the color-color diagram misses half of the associations. In addition, we
found that in 129 out of 588 observed gamma-ray sources not a single radio continuum
source was detected above our sensitivity limit within the 3-sigma gamma-ray localization.
These 'empty' fields were found to be concentrated around the innermost region
of the galactic plane and we suggest that they are associated with an as yet
unrecognized galactic population of gamma-ray emitters.