convert "\u" markup codes for xemacs

["Russell L. Harris" <rlharris@broadcaster.org>]

I occasionally need to use XEmacs and LaTeX to edit and format
documents which have "\u" punctuation markup codes such as the
following:

\u2018Denmark\u2019
\u20ac450 billion
Ireland\u2019s 

In case locale has anything to do with this problem, the respose to
the "locale" command is "en_US"; I do not recall which of the en_US
locales was selected when the system (Etch) was installed.

Sometimes I am able to solve the problem by loading a document into
gedit or openoffice-writer, and then copying it into XEmacs.

Is there a facility within Emacs to do the conversion? or perhaps a
stand-alone utility?

Is there a tutorial which explains all this?

RLH