<?xml version="1.0" encoding="UTF-8"?><xml><records><record><source-app name="Biblio" version="7.x">Drupal-Biblio</source-app><ref-type>17</ref-type><contributors><authors><author><style face="normal" font="default" size="100%">Kenourgios, D., Samitas, A., Drosos, P.</style></author></authors></contributors><titles><title><style face="normal" font="default" size="100%">Hedge ratio estimation and hedging effectiveness: The case of the S&amp;P 500 stock index futures contract</style></title><secondary-title><style face="normal" font="default" size="100%">International Journal of Risk Assessment and Management</style></secondary-title></titles><dates><year><style  face="normal" font="default" size="100%">2008</style></year></dates><urls><web-urls><url><style face="normal" font="default" size="100%">http://www.scopus.com/inward/record.url?eid=2-s2.0-46849091401&amp;partnerID=40&amp;md5=a73ede40d5b5aac2a0bab32103ef18a3</style></url></web-urls></urls><number><style face="normal" font="default" size="100%">1-2</style></number><volume><style face="normal" font="default" size="100%">9</style></volume><pages><style face="normal" font="default" size="100%">121-134</style></pages><language><style face="normal" font="default" size="100%">eng</style></language><notes><style face="normal" font="default" size="100%">cited By (since 1996)7</style></notes></record></records></xml>