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Graded Index Separate Confinement Heterostructures have been grown by MOVPE using (Zn,Cd)Se and ZnSe wide bandgap semiconductors. These structures are composed of a deep Zn1-xCdxSe (x<0.23%) central well embedded between two thick (Zn, Cd)Se graded layers within which the cadmium composition varies from 0 up to 10% on one side of the well, and from 10 down to 0% on the other side. Both carriers and photon confinement occur in such structures making them suitable for blue-green stimulated emission. Reflectance and photoreflectance data, taken at 2K on a series of samples of different designs allowed us to observe excitonic transitions up to the third quantum number. The structures exhibit a strong photoluminescence line due to the recombination of the carriers in the quantum well. The photoluminescence intensity is analyzed as a function of the temperature and displays a strong thermal quenching. This quenching is due to an increase of the non-radiative recombinations through defects at low temperature and to the thermal escape of the carriers above 40-60K. The value of the activation energy for thermal escape shows that this mechanism is unipolar and concerns the heavy holes.