Electromagnetic (EM) characterization of materials up to high frequencies is a major requirement for the correct modeling of many accelerator components: collimators, kickers, high order modes damping devices for accelerating cavities. In this scenario, the coaxial line method has gained much importance compared to other methods because of its applicability in a wide range of frequencies. In this paper we describe a new coaxial line method that allows using only one measurement setup to characterize the material in a range of frequency from few MHz up to several GHz. A coaxial cable fed at one side is filled with the material under test and closed on a known load on the other side. The properties of the material are obtained from the measured reflection coefficient by using it as input for a transmission line (TL) model or for 3D EM simulations, which describe the measurements setup. We have applied this method to characterize samples of SiC (Silicon Carbide) which could be used for LHC collimators and for CLIC accelerating structures and NiZn ferrite used for kicker magnets.