@techreport{NBERw13861,
 title = "A Solution to the Default Risk-Business Cycle Disconnect",
 author = "Enrique G. Mendoza and Vivian Z. Yue",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "13861",
 year = "2008",
 month = "March",
 URL = "http://www.nber.org/papers/w13861",
}