This paper studies the behaviour of the empirical eigenvalue distribution of large random matrices WN W H N where WN is a M L × N matrix, whose M block lines of dimensions L × N are mutually independent Han-kel matrices constructed from complex Gaussian correlated stationary random sequences. In the asymptotic regime where M → +∞, N → +∞ and M L N → c > 0, it is shown using the Stieltjes transform approach that the empirical eigenvalue distribution of WN W H N has a deterministic behaviour which is characterized.