Gracias, ya me han pasado este código que funciona perfecto.
Un saludo
Sub ListadoLinks()
Dim aLinks, i%, j%, fs
aLinks = ActiveWorkbook.LinkSources(xlExcelLinks)
If IsEmpty(aLinks) Then Exit Sub
Application.ScreenUpdating = False
Set fs = CreateObject("Scripting.FileSystemObject")
Workbooks.Add xlWBATWorksheet
For i = 1 To UBound(aLinks)
j = InStrRev(aLinks(i), "\")
Cells(i, "a") = Left(aLinks(i), j - 1)
ActiveSheet.Hyperlinks.Add Anchor:=Cells(i, "b"), _
Address:=aLinks(i), TextToDisplay:=Mid(aLinks(i), j + 1, 300)
Cells(i, "c") = fs.GetFile(aLinks(i)).DateLastModified
Next i
With [a1].CurrentRegion
.Columns(3).NumberFormat = "dd/mmm/yy hh:mm:ss"
.Font.Name = "Courier New": .Columns.AutoFit: .RowHeight = 17
End With
Application.ScreenUpdating = True
Set fs = Nothing
Set aLinks = Nothing
End Sub