The story of the Marys' sea journey to Southern Europe was quite widespread, but there are more likely candidates (insofar as any can be considered likely). Also suggested have been thematic links with German 'ship carols' and the story of the Three Kings of Cologne: see, for more on the latter, Anne G Gilchrist, The Three Kings of Cologne (I saw Three Ships), in Journal of the English Folk Dance and Song Society, vol V, number 1, 1946, pp 31-40).