VCSELs became dominant laser sources in many short optical link applications such as datacenter, active cables, etc. Actual standards and commercialized VCSEL are providing 25 Gb/s data rates, but new solutions are expected to settle the next device generation enabling 100 Gb/s. Directly modulated VCSEL have been extensively studied and improved to reach bandwidths in the range of 26-32 GHz [Chalmers, TU Berlin], however at the price of increased applied current and thus reduced device lifetime. Furthermore, the relaxation oscillation limit still subsists with this solution. Thus, splitting the emission and the modulation functions as done with DFB lasers is a very promising alternative [TI-Tech, TU Berlin]. Here, we study the vertical integration of an ElectroAbsorption Modulator (EAM) within a VCSEL, where the output light of the VCSEL is modulated through the EAM section. In our original design, we finely optimized the EAM design to maximize the modulation depth by implementing perturbative Quantum Confined Stark Effect (QCSE) calculations, while designing the vertical integration of the EAM without penalty on the VCSEL static performances. We will present the different fabricated vertical structures, as well as the experimental electrical and optical static measurements for those configurations demonstrating a very good agreement with the reflectivity and absorption simulations obtained for both the VCSEL and the EAM-VCSEL structures. Finally, to reach very high frequency modulation we studied the BCB electrical properties up to 110 GHz and investigated coplanar and microstrip lines access to decrease both the parasitic capacitance and the influence of the substrate.