I don't know if this is 100% related, but here I go. Here's a session in a windows console (cmd.exe) :
Microsoft Windows [Version 6.1.7601]
Copyright (c) 2009 Microsoft Corporation. All rights reserved.
C:\Users\stc>chcp 65001
Active code page: 65001
C:\Users\stc>\PORT-STCA2\opt\python3\python
Python 3.4.1 (v3.4.1:c0e311e010fc, May 18 2014, 10:38:22) [MSC v.1600 32 bit (Intel)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>> print '€'
C:\Users\stc>
So basically, the python interpreters just quits without any message. Windows doesn't comply about python crashing though...
Best regards,
Stefan