What do you call Xo-Y words? (ex: Judeo-Christian)

Solution 1:

In general, this kind of word is called a compound. Wikipedia says:

Compounding or Word-compounding refers to the faculty and device of language to form new words by combining or putting together old words. In other words, compound, compounding or word-compounding occurs when a person attaches two or more words together to make them one word. The meanings of the words interrelate in such a way that a new meaning comes out which is very different from the meanings of the words in isolation.

The specific construction in your example (and in your French examples as well) takes a combining form Xo (Judeo is the combining form of Jewish) and compounds it with a noun Y.

This is an example of a specific type of compound known as a classical compound.

Solution 2:

I know this is an old question, but I'm surprised no-one mentioned "hyphenated". The construction described in the OP is a hyphenated compound word.