Although the continua of radio-loud Active Galactic Nuclei (AGN) are typically dominated by synchrotron radiation over virtually the entire spectrum, it is not clear whether the radio and higher-frequency emission originate in the same or different parts of the jet. In some inhomogeneous synchrotron source models for blazars, the radio and UV-optical-IR (UVOIR) emission may be co-spatial, depending on the model parameters considered. Indeed, several different radio{u2013}optical correlations based on polarization data have been found recently, suggesting that the optical and radio polarization may be closely related, and that the corresponding emission regions may be cospatial. My joint analysis of optical and 15+22+43 GHz VLBA polarization data for a sample of about 40 AGNs shows that, after correction for the inferred VLBA core Faraday rotations, most BL Lac objects and some quasars have aligned VLBA-core and optical polarizations, although many quasars also show no obvious relationship between their VLBA-core and optical polarization angles. This apparently indicates that not all AGNs have co-spatial regions of optical and radio emission in their jets. However, another possibility was that some of the 15{u2013}43 GHz VLBA cores have Faraday rotations of the order of several tens of thousand of rad/m2, which were not properly fit using our three-frequency data due to n {u00D7} _ ambiguities in the observed polarization angles, leading to incorrect subtraction of the effects of the core Faraday rotation, and so incorrect {u2018}zero-wavelength{u2019} radio polarization angles. With this is mind, I obtained additional observations for 8 of the 40 AGN, this time at 12+15+22+24+43 GHz, chosen in such a way that we should be able to discern between various possible scenarios. My results indicate that, although some VLBI radio cores have comparatively high rotation measures, this cannot explain the misalignments found between the radio core and optical VLBI polarization angles. I performed a series of analyse to check if this could be explained by other physical processes or properties occurring in the AGN, such as degree of polarization, magnetic field intensity or presence of detectable {u2013}ray emission. No clear differences between the properties of sources with aligned and misaligned radio-core and optical polarization angles was found. The emission from AGN is mostly synchrotron in origin, making it natural that the degree of circular polarization (CP) is low, less than a percent. For this reason, the detection of CP is a non trivial task. However, using recently developed new techniques, I have performed circular polarization analysis on some of my sources. The results indicate that the degree of CP tends to increase with frequency, with the spectral index being either flat or inverted, _ _ +1, which can be explained with a Blandford-Königl jet model. Using the measured intensity, spectral indices and magnetic fields derived from the measured core shift, I have derived the degree of order of the magnetic field required to explain if this observed CP is generated by the synchrotron mechanism. The implied degrees of order of the magnetic field are too high in most cases for the CP to be synchrotron in origin, requiring a substantial (possible dominant) contribution from Faraday conversion of linear to circular polarizaton. A kilo-Parsec multiwavelength study has also been performed on the source PKS 0521{u2013}365. This AGN has been classified as a HYMOR (Hybrid morphology radio source) and has a jet which is clearly detectable over a wide frequency band, ranging from radio to X-rays. This has allowed me to perform a study of its physical properties over radio, near infra-red, optical and X-rays bands, thus obtaining valuable information about its morphology, spectral energy distribution and magnetic field. The data here supports the hypothesis that PKS0521-36 is intermediate between an FRI and FRII source, agreeing with unified scenarios in which the differences between these classes can be understood on a physical basis.