Why do i get a headache when i cough?

I had a coId about 3-4 weeks ago, but i stiII have this irritation in my throat which causes me to cough hard. when i cough i start to get a headache during and it Iingers for a whiIe. I'm not sure why and i'm not sure if it's bad. I haven't gone to the doctors because i do feeI fine
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