Does Coronavirus Cause Anxiety and Depression?

I heard Chris Cuomo talk to his audience on his CNN show last Monday about the mental health effects of COVID infection. In his brave account, he wasn’t talking just about anxiety and depression which might result from being kept in his basement. This was something different: He literally felt that COVID-19 was changing his brain chemistry somehow. It got me thinking about neurobiological mechanisms. There isn’t much written about it, although I did exhaustive search.