What event should be used in order to navigate a ComboBox in the same fashion as a DataGrid? How can I make the ComboBox more responsive?

My goal is to keep the selections of a ComboBox and a DataGrid synchronized. If row No. 7 is highlighted in the grid, item No. 7 becomes highlighted in the combo, and viceversa.

As the user presses Up-Arrow and Down-Arrow in a ComboBox I need events to be triggered (regardless of whether the menu is collapsed of expanded).

I tried SelectionChanged, but it is bogged down by too much bureaucracy (IOW, a click is required in order for the notification to occur)

TIA