The continuous reduction of particle size in materials science has opened up new possibilities of producing materials at small length scales. The potential applications derived from the new properties of these materials span along multiple disciplines. In particular, magnetism at the nanoscale is the basis for new spintronic physics and devices. Whereas the production of nanoparticles, nanoclusters or multilayers of magnetic materials is widely spread, the understanding of phase transitions, specifically magnetic interactions (exchange bias, exchange spring) or magnetization reversal at the nanoscale remain a scientific challenge. In this project we propose to study nanomagnetic materials through their thermal properties or signatures in order to extract specific properties which cannot be deduced from regular magnetic characterization (magnetization, susceptibility measurement) more commonly encountered in the magnetism community. Calorimetry is an important tool to obtain information about magnetic phase transitions in bulk materials. Recently, highly sensitive sensors have been developed allowing measurements with a high resolution on ng samples. The development of suitable thermal sensor relies on a common principle, the use of a suspended membrane to isolate the core of the device from the heat sink. At low temperatures the calorimetric method giving the best results in terms of sensitivity is ac calorimetry. The group of Bourgeois has recently reach unprecedented sensitivities in the attojoule range. In the present project we will take benefit of this achievement to study the thermodynamic signatures in magnetic nanoparticles and in bilayer coupled films through magnetic exchange. The present approach will provide new insights in the understanding of the appearance of phase transitions at the nanometer scale (not yet understood) or in the magnetization reversal mechanism in exchange bias bilayer: the two major goals of our project.