Core-shell magnetic nanoparticles type Fe3-xO₄ (≈10 nm)@CoO (≈3 nm) prepared by forced hydrolysis in polyol medium have been investigated through the combined use of dc magnetization measurements by SQUID and local analysis by 57Fe Mössbauer spectrometry. A shift of the hysteresis loop along the field axis was observed, which highlights the presence of exchange bias coupling in these nanoparticles. This exchange bias coupling is accompanied by an unexpected high value of coercive field in hysteresis loop in mode ZFC. A local probe study using both zero-field and in-field Mössbauer spectrometry reveals complex hyperfine structures. Great attention is paid to the fitting procedure: it is concluded that Fe3-xO₄@CoO nanoparticles result from a mixture of magnetite and maghemite phases in addition to the formation of an interface-like layer close to a cobalt ferrite. Such a structure explains both the high coercive field value observed by SQUID and the presence of exchange bias coupling.