Rosenthal, Robert, Donald Rubin and Xiao-Li Meng. 1992. "Comparing Correlated Correlation Coefficients." Psychological Bulletin 111, No. 1: 172-175.
The purpose of this article is to provide simple but accurate methods for comparing correlation coefficients between a dependent variable and a set of independent variables. The methods are simple extensions of Dunn & Clark's (1969) work using the Fisher z transformation and include a test and confidence interval for comparing two correlated correlations, a test for heterogeneity, and a test and confidence interval for a contrast among k (>2) correlated correlations. Also briefly discussed is why the traditional Hotelling's t test for comparing correlated correlations is generally not appropriate in practice.