Research shows good probability coverage using analytic confidence intervals (CIs) for Spearman’s rho with continuous data, but poorer coverage with ordinal data. A simulation study examining the latter case replicated prior results and revealed that coverage of bootstrap CIs was usually as good or better than coverage of analytic CIs.
"Constructing Confidence Intervals for Spearman’s Rank Correlation with Ordinal Data: A Simulation Study Comparing Analytic and Bootstrap Methods,"
Journal of Modern Applied Statistical Methods:
2, Article 7.
Available at: http://digitalcommons.wayne.edu/jmasm/vol7/iss2/7