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Stress generally refers to two things: the psychological perception of pressure, on the one hand, and the body's response to it, on the other, which involves multiple systems, from metabolism to muscles to memory.
There is no single known cause of depression. Rather, it likely results from a combination of genetic, biochemical, environmental, and psychological factors. Trauma, loss of a loved one, a difficult relationship, or any stressful situation that overwhelms the ability to cope may trigger a depressive episode.