Europe's mixed fortunes
Christoph Rieger, interest rate strategist at Dresdner Kleinwort in Frankfurt
2007 will be remembered as the year when conventional yield curve and spread models stopped working - or at least needed considerable refinement to account for immense structural shifts that started unfolding last summer.
Fundamental macro developments, particularly a global recession, remain important drivers for yields in Europe. Yet other factors relating to credit, liquidity and funding issues
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