It is advisable, just to be on the safe side, to avoid any redirection from within your application. When you just have to have a redirect, then there is a helper method, UrlHelper.IsLocalUrl(), that you can use to make sure that you are only redirected to within the site.
With the UrlHelper.IsLocalUrl() method, you can make certain that a redirection goes to the same web server as the originating call, and never taken outside of your web application.