The story
Shortened unetymologically from Europe or Europo- in compounds. 20th-century formation, perhaps echoing terms like Afro-, Indo-, Sino- etc. An early attestation is the 1911 title The "Euro-Asian" or "Anglo-Indian", but the word Eurasian is attested in English from 1844. In finance, the term is a generalisation of Eurobond, which originally referred to bonds denominated in dollars but issued in Europe.
Etymology from Wiktionary, CC BY-SA 4.0.