I don't know if that particular research has been done but I do know that when sleep/rest are better, mood improves. Correcting sleep problems is one of the first things a good psychiatrist should address. Your gyn or PCP, however, would be the one to talk to about HRT but your psychiatrist certainly could have some input.
If you have no contraindications to HRT (a first degree relation on your maternal side of the family with a history of any type of female cancer such as breast or ovarian), then HRT could be an option.
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