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Sleeping less also contributed to the frequent amount of headaches one experiences, the study found, according to a report by the Daily Mail.
The study's findings suggest that if migraines are treated, people may not experience anxiety and depression so frequently or severely.
While acute headaches are not fully understood, evidence suggests the headaches could be genetic to some degree. It can also be triggered by stress, hormonal changes, intense physical activity or food, the report revealed.
Migraines could be causes, scientists believe due to the “interaction between the brain stem and a major nerve". Previous research has also shown serotonin levels drop when a migraine occurs. This serotonin imbalance is known to cause anxiety and depression.
However, the study’s 588 participants, who experienced migraines frequently also, suffered severe anxiety and depression symptoms. This was in cases of both males and females.
Further research is needed to determine why all these factors are inter-related so closely.