And what causes the differences in their effects?
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Yes benzodiazepines bind to GABAa receptors, these are also referred to as benzodiazepine receptors (BzRs). This acts as a GABA agonist through the binding of benzodiazepines of the alpha and gamma subunits of the GABAa heterodimer. The binding affinity is greater than that of GABA and causes increased frequency of receptor activity, IIRC this changes the chloride ion concentration gradient and hyperpolarises the membrane.
As for if they have different effects I presume they would as there are multiple variants of GABAa with different roles. Different drugs would have different binding affinities, half-lives etc and so cause different effects.
No, they are not only agonists; they are any kind of allosteric modulation on the BDZ binding site of the GABAa receptors. There's actually an interesting paper that answers both of your questions that's open access (<3 Elsevier)
"are they all agonists?"
"what are their differences?"
This is actually really interesting to drug companies that want to target particular receptor subtypes without having the side-effects of other subtypes.
Hooked on benzodiazepines: GABAA receptor subtypes and addiction
Kelly R. Tan, Uwe Rudolph and Christian Lüscher
Trends in Neurosciences, Volume 34, Issue 4, April 2011, Pages 188-197
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