Stat test to use for correlations in changes?

Hello, I am conducting an intervention study, looking at the effects of short term group counseling on immigrant adolescents. Specifically I want to know how the following variables are impacted pre to post intervention, based on self-report measures: ethnic identity, school connectedness, self-esteem, and depression (plus a few subscores).

Now I want to know if changes in dependent variables are correlated. For example: are changes in depression inversely correlated to changes in ethnic identity (i.e. does depression decrease when ethnic identity increases)? Or are changes in school connectedness correlated to changes in self-esteem (i.e. does self-esteem increase when school connectedness increases)?

I was considering regression analysis with the pre-post changes in the variables but I'm not sure if i'm doing down the right road. Any help would be greatly appreciated!!