Her research focuses on asset pricing and time series econometrics, especially related to bond markets and the term structure of interest rates.

She has published papers related to housing issues, asset prices and quantities, bond markets, interest rate and GDP.

Her academic area is finance and she has research interests in the fields of financial economics, macroeconomics and applied time series analysis.

This article summarizes the views shared by experts in the NBER Asset pricing program that convened at Stanford University.

She received the Bernácer Prize for having "developed a unified approach that improves our understanding of the connection between asset prices including bonds, equities and real estate and the institutional features of monetary policy and business cycles."