In [TDR: 12, The Amyrlin Seat, 118], Verin and SS are discussing Mat and the Horn of Valere. Verin says, "So long as Mat lives, the Horn of Valere is no more than a horn to anyone else. If he dies, of course, another can sound and forge a new link between man and Horn." Later, SS tells Mat, "For anyone else, it is only a horn - so long as you live" [TDR: 20, Visitations, 182].
From [TSR: 15, Into the Doorway, 177]:
[Snaky Answers to "What fate?"]:
"To die, and live again, and live once more a part of what was!"
There are two possible incidents in which Mat could be said to have "died and lived again." The first is in Rhuidean [TSR: 26, The Dedicated, 306-307], when the Foxes hang him from the Tree of Life and Rand resuscitates him. The second time is at the end of TFOH, when Mat gets blasted by Rahvin's lightning in Rand's attack on Caemlyn. He is "brought back to life" when Rand BFs Rahvin [TFOH: 55, The Threads Burn, 676]. So, given that Mat did die, is he still linked to the Horn?
If the Caemlyn incident is the only time Mat Died and Lived Again, then he is probably still linked to the Horn, due to the way BF works: Mat gets toasted, the link to the Horn breaks. Rand BFs Rahvin, making Mat not-having-died, and thereby unmaking the destruction of the link to the Horn. If the Rhuidean incident counts as Mat having died and lived again, then the question of his being linked to the Horn is still up in the air-- does restoring him to life restore the link?
It turns out, though, that the latter question is a moot point, because RJ has clarified the matter.
Bill Garrett's report of RJ's appearance at Balticon 30 (April 1996) mentions: "(Jordan noted that Mat's death by lightning and subsequent undoing of his death when Rand balefired Rahvin, fulfills a prophecy about living, dying, and then living again.)" Tim Kington reports that, when asked how long Mat had hung from the Tree of Life in Rhuidean, RJ replied, "Long enough to be almost dead" (emphasis mine) [post-COT signing, Dayton, OH, January 16, 2004].
So, it is the Caemlyn incident and not the Rhuidean one that fulfills the prophecy. Given that and the reasoning above, it seems that yes, Mat is still linked to the Horn.