Are We Looking at a Fed-Fueled Credit Bubble?

The video discusses the correlation between high yield bonds and oil prices, highlighting the impact of market dynamics and energy on these bonds. It explores investor behavior, challenges in shorting junk bonds, and changes in credit default swaps. The analysis includes the use of Bloomberg's HS function to examine correlations, and the role of central bank policies in influencing the market.

Why were investors buying high yield bonds of energy companies despite not being overweight in energy?

What changes have been made to the index of credit default swaps in response to market conditions?