Which type of protocol is Exterior Gateway Protocol?

Old one is EGP

and new what is use is BGP.

BGP  is mostly use as a exterior gateway protocol 

Interior Gateway Protocol (IGP) and  Exterior Gateway Protocol (EGP) 

They categorize routeing protocols in which area they function

Interior Gateway Protocols  : they used to exchange  routeing information between  gateways "Routers" within an autonomous system "AS" ex.  a corporate local area network, the kind of protocols falls down to this category is OSPF, RIP, IS-IS.

Exterior Gateway Protocols : they used to exchange routing information between autonomous systems they rely on IGP protocols to get route information with an AS, the kind of protocols falls down to this category is EGP, BGP.

A routing protocol with different Autonomous System is called an Exterior Gateway Protocol.

BGP is an example of this type  of protocol.

TCP/IP

Exterior Gateway Protocol (EGP) is a protocol for exchanging routing information between two neighbor gateway hosts (each with its own router) in a network of autonomous systems. EGP is commonly used between hosts on the Internet to exchange routing table information.