The Four, A Survey of the Gospels by Peter Leithart

Anyone who wants to get a grasp on the meaning of "the New Covenant" should begin with this book. I'll give a few highlights:

From Chapter 1: Have you thought much about how God was working in the "intertestamental period"? Today, Christians usually refer to the period between Israel's return from exile and the beginning of Jesus' ministry as an 'intertestamental' period. Was God silent during this 500 year span of history? Was there anything important happening between Malachi and Matthew? Did God's covenant with Israel lapse between about 500 B.C. and 4 B.C.? No, "Though often ignored in studies of both the Old and New Testaments, the period between the return from exile and the coming of Jesus is a unique period of redemptive history. It has its own unique features as much as the Mosaic or Davidic periods do." Chapter 1 gives a very good overview of God's work in this intertestamental period. This was a time when God was faithfully keeping covenant with His people and preparing them for the "latter days" ".....the LORD organizes the Gentiles into the oikoumene. It's important to see that this oikoumene is part of God's plan. Gentile empires form an international "temple," housing Israel in it midst." "Nestled among the nations, Israel becomes a prophetic people, called to witness to the world." Because Israel has more contact than ever with the Gentiles, the prophets promise that during the latter days there will be a great expansion of Gentile mission. By the time Paul is traveling throughout Asia Minor, he finds synagogues everywhere he goes, which include not only Jews but Gentile God-fearers as well. The Abrahamic promise is already being fulfilled before Jesus arrives on the scene. God scatters Israel from the land because of her sins. But He turns that judgment to a blessing by using the dispersed Jews to make Him known to Gentiles. " This was happening in the "intertestamental period." Yahweh's Servant will become a light to the nations, so that salvation will reach to the ends of the earth. (Is 29:6).

The chapter continues with discussion of Nebuchadnezar's dream, Hellenism, and the progression of history from Alexander through the Romans in Judea.