If you study depression and anxiety (in the U.S.), you find that they are correlated to a shockingly high degree (e.g., in one of my studies, when I correlated PHQ-9 depression scale scores with GAD-7 anxiety scale scores, I found that r = 0.82 ).
Additionally, many studies have found that SSRIs (and other medications) help people with both depression and anxiety, as do certain therapeutic modalities such as Cognitive Behavioral Therapy, suggesting further linkage.
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