The Official Training Manual states, "...not only does Taekwondo encompass physical movements--it is also a system that trains the mind... As a result, in addition to providing good health and physical fitness, Taekwondo improves concentration, self-confidence, discipline, and patience." (5, p. 13)
Another depression and exercise research project found yoga to help depression. In the study participants practiced yoga exercises for ten months. They experienced improvement in depression, anxiety, and mental functions. (6)
In Yoga for Dummies, it is explained that yoga "can help you become or stay fit and trim, control your weight, and reduce your stress level. Yoga also offers a whole range of meditation practices, including breathing techniques that exercise your lungs and calm your nervous system or charge your brain and the rest of your body with delicious energy." (3, p. 12)
So, it does not really seem to manner what kind of exercise you engage in. As we have learned form the depression and exercise research, the important thing is that you exercise.
Nevertheless, as Kate Hays, Ph.D., author of Move Your Body, Tone Your Mood: The Workout Therapy Workbook , recommends that whatever exercise you choose, it should be one you enjoy. If you are using an exercise that you enjoy, you are more likely to follow through with your depression and exercise program. (4)
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