International Financial Integration is one among those major factors that influences the country’s economic development. However, global financial crisis has created an effective impact on cross border investment. The Global financial crisis predicted by Mr. Raghuram Rajan during 2005 has created an impact on multinational investment towards fluctuations in exchange rates, investment decision and crude oil prices. The impact of crude oil prices, exchange rate on both the inflation rate and interest rate together resulting to major factor of International Financial Integration has been reviewed and empirically proved factor by various authors in their respective study. A selected factor such as, Forward Premium / Discount, Interest rate parity and Purchasing power parity has been considered to analyse the financial integration with a special reference to Indian Economy with Australia and Turkey. This paper argues about selected factors governing International financial integration of Indian economy along with Australia and Turkey for a period of 4 years (2010 – 2013). The study is carried out by ex post – Facto type research design. The objective of the study is to identify the Interest rate and Inflation rate of India along with Australia and Turkey with the help of IRP, PPP and Fishers effect Index. The study uses Trend analysis as a statistical tool and findings will act as a catalyst towards promoting the effectiveness of International Financial Integration.