Ph.D., University of Georgia
Dr. Godbey’s primary interests are asset pricing, hedging and financial education. Prior to coming to Georgia State University he was a member of the faculty at James Madison University and Auburn University.
- Bertus, Mark, Jonathan M. Godbey and Jimmy E. Hilliard, “Minimum variance cross hedging under mean-reverting spreads, stochastic convenience yields, and jumps: Application to the airline industry,” Journal of Futures Markets, August 2009, 736-756.
- Bertus, Mark, Jonathan M. Godbey, Christoph Hinkelmann, and James Mahar, “Noise, equity prices, and hedging: A new approach,” International Review of Financial Analysis, December 2008, 886-902.
- Arnold, Tom, Mark Bertus and Jonathan M. Godbey, “A Simplified Approach to Understanding the Kalman Filter Technique,” The Engineering Economist, April-June 2008, 140-155.
- Godbey, Jonathan M. and Jimmy E. Hilliard, “Adjusting stacked-hedge ratios for stochastic convenience yield: a minimum variance approach,” Quantitative Finance, June 2007, 289-300.