Friday, Jul 24, 2026 The claims desk. Receipts included. POWERED BY LENZ
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The Claim

Exchange rate volatility moderates the relationship between foreign portfolio investment and stock market returns at the Colombo Stock Exchange in Sri Lanka.

The Short Version

No study in the available evidence actually tests whether exchange-rate volatility moderates the relationship between foreign portfolio investment and stock market returns at the Colombo Stock Exchange. Existing research examines these variables in separate, bilateral analyses—exchange-rate volatility versus returns, or exchange rates versus FPI—but none estimates the interaction term required to establish moderation. The claim presents an untested inference as an empirical finding, which the evidence does not support.

Caveats

  • No cited source tests an interaction effect (FPI × exchange-rate volatility) on CSE returns, which is the statistical requirement for a moderation claim.
  • The proponent's reasoning commits a 'correlation implies moderation' fallacy: showing that volatility correlates with both FPI and stock returns separately does not establish that it moderates the relationship between them.
  • The claim omits critical specifics—time period, return measure (ASPI vs S&P SL20), volatility measure, and Sri Lanka's shifting exchange-rate regime—all of which would materially affect whether any moderation effect could be detected.

The Receipts

  1. විනිමය අනුපාත | Central Bank of Sri Lanka

    Central Bank of Sri Lanka

  2. කොටස් වෙළෙඳපොළ | Central Bank of Sri Lanka

    Central Bank of Sri Lanka

  3. Annual Reports - Central Bank of Sri Lanka

    Central Bank of Sri Lanka

  4. විදේශ විනිමය දෙපාර්තමේන්තුව

    Department of Foreign Exchange

  5. 2024 Investment Climate Statements: Sri Lanka

    U.S. Department of State

  6. SDDS - DQAF View : Sri Lanka - International investment position - Dissemination Standards Bulletin Board

    International Monetary Fund (IMF) - Dissemination Standards Bulletin Board

  7. Exchange Rate Volatility and the Monetary Policy Conduct: An Emerging Market Perspective - Central Bank of Sri Lanka

    Central Bank of Sri Lanka

  8. Untitled

    Parliament of Sri Lanka

  9. The Impact of Exchange Rates on Stock Market Performance in Sri Lanka

    University of Kelaniya

  10. Exchange rate volatility and foreign portfolio investment in emerging and developing economies - World Journal of Advanced Research and Reviews

    World Journal of Advanced Research and Reviews

+ 14 more sources — see the full list on Lenz

Filed Under

Colombo Stock ExchangeExchange Rate VolatilityForeign Portfolio InvestmentSri LankaStock Market Returns

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