This study investigates the reaction of stock markets to the Covid-19 pandemic and the Global Financial Crisis of 2008 (GFC) and compares their influence in terms of risk exposures. The empirical investigation is conducted using the modified ICSS test. DCC-GARCH. and Diebold-Yilmaz connectedness analysis to examine financial contagion and volatility spillovers. https://www.chiggate.com/3m-speedglas-9002nc-welding-helmet-fashion/