I have read in many pages that you can do that with CTRL-ALT, but it does not work in my case. I have two excel files open. When I do CTRL-ALT it goes from one file to the other!!! Then it goes somewhere (it is difficult to tell in excel where) and later goes back to the same workbook in the first excel.
It never goes to other workbooks of the first file.
I am using excel 2016.