The problem here is that in the third column of this table, there is suddenly extra space between the words. I have no clue why this happens. Someone who can help me out?
Other improvements are also welcome of course; I am still learning latex.
MWE:
\documentclass[11pt]{article}
\usepackage[
textwidth=155mm,
top=23.5mm,
bottom=23.5mm,
footskip=40pt,
heightrounded,
]{geometry}
\usepackage[T1]{fontenc}
\usepackage[utf8]{inputenc}
\usepackage{lmodern} % math & rm
\usepackage{microtype}
\usepackage{threeparttable}
\usepackage{threeparttablex} %
\usepackage[table,xcdraw]{xcolor}
\usepackage[skip=0.33\baselineskip]{caption}
\usepackage{array}
\usepackage{booktabs,makecell}
\usepackage{tabularx}
\begin{document}
\begin{table}[H]
\caption{List of variables}
\begin{threeparttable}
\renewcommand{\arraystretch}{1.3}
\begin{tabular}{l p{7cm} p{3cm} p{2cm}} %%zxqdcolumn
\toprule
\multicolumn{1}{l}{Variable} & \multicolumn{1}{l}{Explanation} &
\multicolumn{1}{l}{Measure of} & \multicolumn{1}{l}{Source} \\
\midrule
\multicolumn{4}{c}{\textbf{Dependent variables}} \\
\rule{0pt}{1ex}
$Y^n_{eu,t}$ & Yield on a 10-year zero coupon government bond of an eurozone country in the sample & & Datastream \\
$Y^n_{us,t}$ & Yield on the 10-year US zero coupon government bond & & Datastream \\
$R^n_{eu,t}$ & 10-year Overnight Index Swap rate of the EU & & Datastream \\
$R^n_{us,t}$ & 10-year Overnight Index Swap rate of the US & & Bloomberg
\\\multicolumn{4}{c}{\textbf{Control variables}} \\
\rule{0pt}{1ex}
$VSTOXX$ & Implied volatility of near term options on the EuroStoxx 50 index (eurozone equivalent of the VIX) & Euro-area risk aversion & Datastream \\
$CDS$ & 10-year credit default swap of an eurozone country in the sample. Defined in Datastream as ''the mid-rate spread between the entity and the relevant benchmark curve'' & Country specific credit risk & Datastream \\
$Redom$ & Redenomination risk. Calculated as the difference between the 5-year CDS of an eurozone country dominated in dollars minus the 5-year CDS dominated in Euro of that same country (this is called the quanto CDS), and quanto CDS of Germany ($Qcds_{t}$-$Qcds_{t_{Ger}}$) & Redenomination risk & Bloomberg \\
$CESI_{j}$ & The Citigroup Economic Surprise Index (CESI) measures the surprise content of the release of macroeconomic and fiscal news (not monetary policy news) on a daily basis. A positive value indicates a positive surprise. $j \in us,eu$. & Macro-economic news & Datastream \\
$ECB$ & Impulse dummies which equal 1 on ECB UMP announcement days and 0 otherwise. See also Table A.2 in Appendix A.2. & UMP announcements of the ECB & ECB website \\
\bottomrule
\end{tabular}
\begin{tablenotes}[para,flushleft]\scriptsize{
\item \textbf{Notes}: Rates and yields are measured in basis points. The variables $Y^n_{eu,t}$, $CDS$, $BAS$ and $Redom$ are collected for each eurozone country in the sample. The other variables are time-series observations.}
\end{tablenotes}
\end{threeparttable}
\end{table}
\end{document}
p{3cm}
with>{\raggedright\arraybackskash}p{3cm}
and recompile? – Mico Jan 16 '17 at 23:01