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From what I've investigated, the causes of anxiety vary between sexes, as men have a different approach for survival than women do . Focusing on males, they react towards stressful situations with a "fight or flight response", a very useful mechanism for surviving  on a hostile environment filled with sources of danger and possible death. 

That being said, anxiety comes from the male brain not recognizing properly what is a dangerous situation, and constantly ordering the body to release adrenaline, thus producing physicial symptoms such as chest tightness and shortness of breath, intense fear, muscle cramps, etc. 

It is very frustrating because of how much it can cripple, as you could geta sudden attack from doing almost any kind of activity. Even if you try to talk yourself into the irrationality of the whole situation, the symptoms persist, and may even aggravate.