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Default INDEX/MATCH automatic updates while source files are closed

I was very happy to find out about the possibilities of the INDEX/MATCH
combination...and making links to several source documents.

However, as the function MATCH alone is able to update automatically when
the source file is closed, the function INDEX/MATCH combination does not
(well I hope its possible, but I cant do it).

I am working on a destination file containing many links to several source
files using the formula:

=INDEX(array;row_num;column_num)

For array I use an array in the source file, for example [source file
x]$A$1:$D$11;
For row_num I use for example =MATCH(D3;[source file x]$B$1:$B$11,0)
For column_num I use for example =MATCH (A1;[source file x]$A$1:$D$1,0)

It works perfectly, and also it updates nicely when the source file is open.
But for some reason it does not update when the source file is closed, while
other functions do.

The source file and destination file are in the same folder on my computer.
I am using Excel 2003.

Can somebody please help me?
 
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