Shielding of critical signal

[rojalin]

Hi,

I have two blocks A and B having different grounds gnd1 and gnd2 respectively. Sig1 is going from A to B and Sig2 is going from B to A.I need to shield both the signals with ground.
Can anyone explain Sig1 has to be shielded with gnd1 or gnd2 and why and similarly for sig2 which one should be used as shield?

 

[FvM]

If a signal is received from a block with different ground reference, there must be an isolation or common mode rejection feature, e.g. differential signalling with sufficient common mode range. The potential difference must be limited though unless galvanic isolation (transformer, optocoupler) is used.

Having the isolation/common mode rejection each on the receiver side suggests separately shielded cables for both signal directions.