Until recently, the radio sky above 5 GHz was relatively unexplored. This has changed with the completion of the Australia Telescope 20 GHz survey (AT20G; Murphy et al., 2010); a blind survey of the southern sky down to a limiting flux density of 40 mJy. The AT20G survey provides by far the largest and most complete sample of high-frequency radio sources yet obtained, offering new insights into the nature of the high-frequency active galaxy population. Whilst the radio data provides a unique sample of objects, these data alone are insufficient to completely constrain models of radio source properties and the evolution of radio galaxies. Complementary multiwavelength data is vital in understanding the physical properties of the central black hole.
In this talk I will provide a brief overview of the AT20G survey, followed by a discussion of the multiwavelength properties of the high-frequency source population. In particular, I will focus on the optical properties of AT20G sources, which are very different to those of a low-frequency selected sample, along with the gamma-ray properties where we find a correlation between high-frequency radio flux density and gamma-ray flux density. By studying the multiwavelength properties of a large sample of high-frequency radio sources we gain a unique perspective on the inner dynamics of some of the most active AGN.