Well it sure works over a protracted period.. I'm serious man.. I havent got cold/cough for a long time now since I've started having a cold water bath..
Same issue out here as well. This is perhaps my biggest issue since last 6 years now. I usually sneeze after taking hot water bath in the morning. Also in extreme conditions, I catch cold for a whole day and I'm screwed. Running nose and irritation in my eyes renders me useless for any work. I visited a lot of doctors and as usual their advice is to avoid dusty locations. Now how in the blue hell do I do that? :S
I'd suggest wearing a good jacket at work. I have same problem at work. It has a centralised A/C system and gets way too cold in the last few hours of work. My body isn't resistant to cold at all. Probably have to use my Levis winter jacket now.