There are both genetic factors that can increase the chance of developing a depressive disorder, and things that can happen to a person that can cause them. Depressive disorders have been known to change the brain, both in form and function. There are a wide range of different options for therapy, which usually work by trying to change the ways you think, or perhaps breaking down emotional barriers. Exercise is just one of many ways to stave off depression. It, along with other activities, releases happy chemicals in the brain. It’s a complex subject that is far from being fully understood.
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