What happen between the Old Testament and New Testament?

You should get a copy of my book on Daniel; Daniel, Prophet to
the Nations. It is available at www.ipibooks.com There is a lot of
material there on intertestamental history. Another source is the book of
1 Maccabbees, which is contained in Roman Catholic Bibles. A third source
I recommend is a book by Pfeiffer titled “Between the Testaments.” which
is available from Baker Books.

To give the briefest possible summary:

Persians dominated Palestine 538-335 BC

Alexander the Great conquered Palestine335 BC

Ruled by Greek Ptolemaic dynasty until about 205 BC

Ruled by Greek Seleucidic dynasty until 164 BC when the rebellion of the
Maccabbees created a short-lived Jewish kingdom.

Jewish Maccabbees/Hasmaonian dynasty ruled until 63 BC

63 BC Palestineconquered for Romeby Pompey

Brief dominance by the Parthian (Persian) Empire.

37 BC Jerusalem retaken by Rome, Herod the Great made puppet king of
Palestineby Octavian.

John Oakes