Wow, big continent and a 39 year span; let's narrow it down a bit. After the Treaty of Versailles ended WWI, Germany's economy was almost nonexistent. They had just lost "The Great War", and were forced to pay not only their own debt but also had to make reparations to England and France. Their industry in large part was funded by the government and had mostly been converted towards war needs; war was over and the government was broke. The Wiemar Republic printed money at a record pace creating hyperinflation. Businesses closed left and right and unemployment soared to 30% by 1932. Due to their failing economy the United States also failed to provide promised loans to help rebuild Germany. Throughout this period most of the jobs in Germany were intellectual ones (i.e. Doctors, lawyers, teachers, etc.) and held by persons of the Jewish faith which practiced nepotism; if you weren't Jewish you couldn't get a job. Combine that with the civil unrest over the failures of the Wiemar Republic and you have a perfect situation for a dictator to take over. The bottom line is this: If you were say a 30yr. Old male who happened to have survived WWI and had a family to feed you were very angry. You felt that your government didn't care about you, no matter what your education level was you couldn't find a job, and you were just looking for someone to blame for it all. This is just a slice of what was happening in one country during that time, and I have left many details out. Your question would take hours to properly answer.
How did anti – Semitism develop in Europe from the late 19th century to the eve of the Second World War?
Anti-Semitism at that time was basically just a continuation of centuries of anti-semitism. A lot of it was self-fulfilling stereotypes, many of which are still around today.
For example: The stereotype that "Jews are good with money" ... Stems from the fact that Jews were banned from all but a few jobs. Jobs such as bankers, jewelers, and merchants. Jobs that require a person to be "good with money", if you want to be successful.