Thrilling to catch cold (4-6)

I believe the answer is:

nail-biting

'thrilling' is the definition.
(both can mean exciting)

'catch cold' is the wordplay.
'catch' becomes 'nail' (nail can mean to catch or arrest).
'cold' becomes 'biting' (similar in meaning).
'nail'+'biting'='NAIL-BITING'

'to' is the link.

I've seen this clue in The Times.

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