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In this letter, we analyze the results of dynamic, double-directional, dual-link channel sounding, where the measurement system consists of one transmitter moving along a continuous route and two fixed receivers. The results show that despite a large terminal separation at one side of the link, the fading behaviors of the two links can be strongly correlated. In this special case, correlated shadow fading was found to be caused by the similar initial signal directions at the transmitter side and due to pillars that shadowed the signals at that side of the link. The fading phenomenon has been analyzed by dividing the received power into groups of multipath components revealing similar propagation mechanisms and by investigating the properties of those multipath components that are most severely shadowed by the pillars.