sqlite3.exe: How to stop a long-running SQL statement

How do I stop a long-running SQL statement in sqlite3.exe running on Windows?

The documentation at http://ift.tt/QZZces states the following

You can terminate the sqlite3 program by typing your systems End-Of-File character (usually a Control-D). Use the interrupt character (usually a Control-C) to stop a long-running SQL statement.

But on Windows Control-D does nothing and Control-C terminates the sqlite3 program.

I've also tried Break (i.e. Control-Pause) which does the same as Control-C

Any ideas?