Somehow I remember somewhere reading a paper about how Phillip II of Macedonia bought a huge herd of steppe horses several years before his death? Also another report about how Romans and western Celts couldn't get enough steppe horses to serve as breeding populations as the cost was prohibitive (middlemen I guess??).

Another study about the Iron-Age amber/ivory trade for large steppe breeds between Denmark-northern Germany and the Ukraine. I also remember several equine osteology studies that deal with late Iron-Age (pre- and early-Roman period [this is northern Europe, right]) horse size.

Still looking for the refs, hard to find with all this southwest US archaeology lit. here! I'll get back.