Now, a British study has gone a long way towards answering that question.
Pregnant women who were exposed to traffic related pollutants especially PM2.5 were linked to 2-6% chances of low birth weight and 1-3% increased chances of being small for gestational age. Breathing in that pollution was bad.
After a stroll in Hyde Park, it was found that the lung capacity of the volunteers significantly improved in the first hour, lasting for more than 24 hours. And pulse wave velocity - a measure of stiffened arteries - fell in everyone. This will ensure you can experience the full benefits of exercise.
They add that the findings could be applicable to other cities in the United Kingdom and across Europe with comparable levels of road traffic pollution, highlighting the need for environmental health policies to improve air quality in urban areas.
New research suggests that the benefits of exercise could be cancelled out by the high levels of pollution found in urban areas.
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'For people living in the inner city it may be hard to find areas where they can walk, away from pollution ... we really need to reduce pollution by controlling traffic'.
The researchers recruited 120 volunteers, 60 years and older, 80 of whom who had mild heart or lung disease.
"If people can not find a green place or a park to exercise, I think they probably should exercise indoors", Chung said.
This effect was drastically reduced when walking along Oxford Street, however, with a maximum change in arterial stiffness of just 4.6% for healthy volunteers, 16% for those with COPD and 8.6% for heart disease.
Participants were randomly assigned to walk for two hours on London's Oxford Street, a major road and shopping district in the city, or in the open spaces of the 350-acre Hyde Park, just a mile away. Chung also said the study indicated individuals should avoid busy, congested areas whenever possible and opt for green spaces instead.
"This very interesting new study gets around that limitation, by getting the participants to do things they wouldn't necessarily have chosen to do as part of their normal activity".
Environmental measurements were also collected, to track pollution levels and volunteers' exposure.
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"For people living in the inner city it may be hard to find areas where they can go and walk, away from pollution".
If you like jogging around central London, you might want to reconsider. Chung said traffic pollution could also affect younger people who spend time in the polluted areas.
It perhaps comes as no surprise that people walking in the park fared better.
The findings of the study has inferred that even short-term exposure to traffic exhaust can have negative impacts on both healthy people as well as those who are suffering from lungs-relate disorders like chronic obstructive pulmonary disease or coronary disease.
"We're not talking about very high levels of pollution that you see in India or China. The benefits of exercise disappear at highly polluted locations".
"Exercise is crucial in reducing the risk of a heart attack or stroke, but it seems unsafe levels of air pollution could be erasing these benefits in older adults. But for those living in inner cities, this may be hard to do, and there may be a cost associated with it as they have to travel further away from where they live or work".
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