NLS settings for a database link between DBs with different character sets

I am using a database link to move data from one database to another and I am seeing some strange data problems. The databases have different character sets and different NLS settings. I wonder if this could be causing my problem.
Here are the NLS parameters for the database where the database link exists. (the SOURCE database)
1     NLS_CALENDAR     GREGORIAN
2     NLS_CHARACTERSET     WE8MSWIN1252
3     NLS_COMP     BINARY
4     NLS_CURRENCY     $
5     NLS_DATE_FORMAT     DD-MON-RR
6     NLS_DATE_LANGUAGE     AMERICAN
7     NLS_DUAL_CURRENCY     $
8     NLS_ISO_CURRENCY     AMERICA
9     NLS_LANGUAGE     AMERICAN
10     NLS_LENGTH_SEMANTICS     BYTE
11     NLS_NCHAR_CHARACTERSET     AL16UTF16
12     NLS_NCHAR_CONV_EXCP     FALSE
13     NLS_NUMERIC_CHARACTERS     .,
14     NLS_SORT     BINARY
15     NLS_TERRITORY     AMERICA
16     NLS_TIMESTAMP_FORMAT     DD-MON-RR HH.MI.SSXFF AM
17     NLS_TIMESTAMP_TZ_FORMAT     DD-MON-RR HH.MI.SSXFF AM TZR
18     NLS_TIME_FORMAT     HH.MI.SSXFF AM
19     NLS_TIME_TZ_FORMAT     HH.MI.SSXFF AM TZR
Here are the NLS parameters for the database that the database link connects to. (the TARGET database)
1     NLS_CALENDAR     GREGORIAN
2     NLS_CHARACTERSET     AL32UTF8
3     NLS_COMP     BINARY
4     NLS_CURRENCY     $
5     NLS_DATE_FORMAT     DD-MON-RR
6     NLS_DATE_LANGUAGE     AMERICAN
7     NLS_DUAL_CURRENCY     $
8     NLS_ISO_CURRENCY     AMERICA
9     NLS_LANGUAGE     AMERICAN
10     NLS_LENGTH_SEMANTICS     BYTE
11     NLS_NCHAR_CHARACTERSET     AL16UTF16
12     NLS_NCHAR_CONV_EXCP     FALSE
13     NLS_NUMERIC_CHARACTERS     .,
14     NLS_SORT     BINARY
15     NLS_TERRITORY     AMERICA
16     NLS_TIMESTAMP_FORMAT     DD-MON-RR HH.MI.SSXFF AM
17     NLS_TIMESTAMP_TZ_FORMAT     DD-MON-RR HH.MI.SSXFF AM TZR
18     NLS_TIME_FORMAT     HH.MI.SSXFF AM
19     NLS_TIME_TZ_FORMAT     HH.MI.SSXFF AM TZR
The SOURCE database version is 10g Release 10.2.0.3.0 - Production
The TARGET database version is 11g Release 11.1.0.6.0 - 64bit Production
Do I need to modify the NLS settings in the SOURCE database before executing a script to insert data into the TARGET database?
Thanks, Jack

The difference in settings is not a problem by itself, especially that only the NLS_CHARACTERSET matters. Of course, this difference may lead to certain issues if not taken into consideration.
Please, describe symptoms of your problems.
-- Sergiusz

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