Normally the links in rollover balloons are not clickable because the chart disables it. To re-enable interactivity with contents of the balloon, such as links, set balloon's property disableMouseEvents to false.
Another thing you will need to set is fixedPosition to true. It will ensure that balloon will be displayed in the fixed place, instead of follow the mouse, which would effectively make it impossible to roll over it.
"balloon": {
"disableMouseEvents": false,
"fixedPosition": true
}