Can u make interconnect from speaker cables

It would probably be a lot of work. Some IC makers do not use a shield but they often braid the hot and ground to help cope with no real shield. Another challenge would be adapting the much heavier gauge in a speaker cable to fit in your connectors. No reason that I have experienced to keep the larger gauge and the extra capacitance from the larger gauge can be a problem. However if you do not have IC's that are not silver wire based you may want to explore it a bit further.

Yes, Many factors to consider but lets not forget that some companies do use the same wire for I/C's and speaker wire. Kimber Kable comes to mind. Granted, He uses less strands in the I/C's but it is the same wire.