If you are using Microsoft Excel you would get the best results from the UTF-8 option - as this is the character set that Microsoft themselves use and includes all the international symbols.
If you click on the Export button you will see the window below pop up - the default option is Windows 1252 - so you will need to click on UTF-8 as shown below:
For the UFT-8 option you would need to open it 'specifically' in Excel for it to recognise it - this will ensure data is pulled out in Unicode format (international characters).
Basically you would need to open it as a text file and choose UTF-8 encoding to see it - it is a Microsoft Excel issue.