TYPE-K Thermocouple wire to a thermistor
There are 2 questions here.


Wire is made with thermocouple materials. How much would that affect thermistor reading, compared to regular copper wire? 


Here's a hypothetical example.  Let's say that the temperature on the thermistor end of the wire is 100 °C, and temperature on the proximal end of the wire is 20 °C.  Type K thermocouple has sensitivity of 41 µV/°C, so an 80 °C gradient will generate 3.3 mV.  If we also have a common 10 kΩ NTC thermistor (for example, NTCS0603E3103*LT), it would have the resistance around 1 kΩ at 100 °C, and its sensitivity would be 2.62%, which corresponds to 26.2 Ω/°C change in resistance.  If there is 0.5 mA current running through the thermistor, then the sensitivity becomes 13.1 mV/°C.

So, the voltage generated by the thermocouple wire may or may not be appreciable.  The higher the temperature that you will be measuring with the the NTC thermistor, the greater the impact of the thermocouple wire.


EMI and shielding (since the O.P. had mentioned shielded conductor).


EMI would affect thermocouple wire and regular copper wire equally.