AzesII

"After Jesus was born in Bethlehem in Judea, during the time of King Herod, Magi from the east came to Jerusalem and asked, 'Where is the one who has been born king of the Jews? We saw his star in the east and have come to worship him'
When King Herod heard this he was disturbed, and all Jerusalem with him. When he had called together all the people's chief priests and teachers of the law, he asked them where the Christ was to be born. 'In Bethlehem in Judea,' they replied, 'for this is what the prophet has written:
'But you, Bethlehem, in the land of Judah, are by no means least among the rulers of Judah; for out of you will come a ruler who will be the shepherd of my people Israel.'
Then Herod called the Magi secretly and found out from them the exact time the star had appeared. He sent them to Bethlehem and said, 'Go and make a careful search for the child. As soon as you find him, report to me, so that I too may go and worship him.'"

Azes II was King of Bactria, which is present day Afghanistan, from 35 B.C. to 5 A.D. He was so revered that he was referred to as the "Great King," and his coinage included his image and name 25 years after his death. Azes was a descendant of Alexander the Great. The reverse of his coins bore an image of him mounted on a horse, probably resulting from his being an explorer, traveler, and warrior (some of his coinage depicts him in armor). They also included an Indian Script on the reverse, making them one of the earliest bulingual coins ever minted. Much of his coinage was minted prior to the Birth of Jesus Christ, and some most likely was minted during the year (if not the very day) of Christs birth. All of this coinage was in circulation during the period of Christs life.

The Magi that visited the Christ Child in Bethlehem were most likely Zorastrian Astrologer/Astronomers. This accounts for their seeking out the miracle of the Star of Bethlehem. Most likely, they traveled on horseback. I believe (and plan a research paper on the subject in the future) that King Azes II was accompanied by these Astronomers during his trip to seek out this star. They were a part of the Royal Entourage of the Great King on one of his journies, this time to seek out the Star of Bethlehem and the Christ Child. This also explains why Herod was immediately aware of their visit ("Then Herod sent for the Magi secretly..."). He was also most likely quite agitated that a visiting King and his entrourage sought out this new "King of the Jews" and failed to pay him the courtesy of a audiance upon his arrival, not to mention the threat he sensed from the idea of the Jews having a new King. Note that Bactra is located to the east of Bethlehem and Judea.