Well we know that many Yidden were taken as slaves to Rome. Also, Rome had a system where it was not too difficult for slaves to become freed. We find in the Mishna references to a a Jewish community in Rome. As to the rest of Europe, it was all Roman Empire territory. Once Charlamagne ruled, he united all of Europe. Being that he was the best king that Europe saw down until our time (besides of course, King Christian of Denmark), it makes sense that the Jewish community expanded throughout Europe. But, admittedly, this last part is only speculative. Actually some families have a Mesora that they have been in Ashkenaz since Churban Bais Rishon.
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