This will depend on your jurisdiction and the specific nature and circumstances of the jokes and of the power relationship between you and her.
For example, this is the law in NSW:
Anti-discrimination law defines sexual harassment as:
unwanted sexual advances, or unwelcome requests for sexual favours; or other unwelcome conduct of a sexual nature; and
in the circumstances, a reasonable person would have expected you to be offended, humiliated or intimidated by this behaviour.
Jokes fall under the banner of "unwelcome conduct of a sexual nature" and what is "reasonable" depends on the circumstances - what is reasonable for the Christmas Party might be unreasonable for the Board Room, what is reasonable between colleagues may be unreasonable between employer and employee.
With respect to a workplace, the employer is responsible for taking all reasonable steps to prevent sexual harassment:
In this context, all reasonable steps may include:
having a clearly defined policy that sexual harassment is not acceptable, and procedures for addressing harassment when it occurs
making sure all employees know about this policy, what constitutes sexual harassment and the procedures for addressing it
ensuring that the policy and procedures are followed.
Of course, if you are happy with a particular type of behaviour or you want to have a relationship with someone you work with, that is OK - as long as it doesn't interfere with your work or any standards of workplace behaviour that your employer has set.