New York Mercantile Exchange also has some historical data. Professor Doornik of Oxford has links to Ox and its applications. Useful softwares for economist includes some links of Latex. Miktex is freeware. Risk is the leading publication in risk management.
Economist is the best international economics and finance magazine.
You can find historical daily exchange rate data here. Federal Reserve Banks have a lot of online articles and useful data. Econometric Journal has the most comprehensive collection of econometric sites. Financial Economics Network has many downloable working papers. NetEc has more papers but appears to be less selective.