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Greek police clashed with protesters in Athens late Wednesday at the end of a huge march sparked by the murder of an anti-fascist musician, allegedly at the hands of a self-confessed neo-Nazi.

Protesters were seen hurling petrol bombs at anti-riot police, who responded with tear gas a few hundred metres (yards) from the headquarters of the neo-Nazi party Golden Dawn.

Some also attacked shops including a bank after police parked trucks in the road to block the protesters' access to the party offices.

Around 10,000 left-wing activists staged a peaceful protest earlier Wednesday in Athens against the fatal September 18 stabbing of 34-year-old musician Pavlos Fyssas by unemployed truck driver George Roupakias.

Roupakias, a Golden Dawn member, admitted stabbing Fyssas but said he was acting in self-defence.

The killing sparked a wave of sometimes violent protests and prompted an unprecedented crackdown on Golden Dawn after months of inaction by the authorities.

In recent months, Golden Dawn has been accused of instigating beatings of migrants and political opponents, and several of its lawmakers have been implicated in assaults, but police failed to pursue most of the cases.

This changed after Fyssas' murder, with the government this week suspending several senior police officers for failing to investigate suspected illegal activity by Golden Dawn.

Police raids on Golden Dawn offices in search of hidden weapons were also ordered this week, amid reports that the party organised military-style training activities for its members.

In the wake of Fyssas' murder, government officials and police unionists have confirmed long-running fears that Golden Dawn has broad support among Greek police.

"Over the last three years there are many incidents in which fellow officers tolerated violence by Golden Dawn members," Christos Fotopoulos, head of the Greek association of police staff, told Skai radio.

Two police generals quit their posts on Monday and several other officers on the island of Evia were suspended after failing to investigate a Golden Dawn office near a local police station where weapons were allegedly kept.

On Tuesday, a police officer assigned to a Golden Dawn lawmaker prosecuted for anti-migrant aggression was arrested in the central town of Agrinio.

Golden Dawn has vehemently denied links to the singer's killer -- despite pictures emerging of Roupakias participating in party activities -- and says it is the victim of a smear campaign.

"I cannot possibly be Al Capone, ordering paid criminals to every corner of Greece," party leader Nikos Michaloliakos told his party website TV this week, dismissing the allegations as "laughable."

"We have dozens of offices operating legally around the country," he said, as the party on Wednesday threatened to sue all its main political rivals.

A few days prior to Fyssas' murder, members of the Communist party had been assaulted by alleged Golden Dawn supporters whilst putting up posters.

On Wednesday, the union of Greek journalists said reporters who have exposed the inner workings of Golden Dawn had received threats from the group, without elaborating.

Golden Dawn, capitalising on a rise in social tension in the debt-stricken country, was first elected to parliament last year with nearly seven percent of the vote, winning 18 of the body's 300 seats.

Until the high-profile murder, Golden Dawn's approval ratings had steadily grown and it became the third most popular party in the country.

But the latest polls show a decline in voter support.

In an April speech to his lawmakers, Michaloliakos had warned that efforts to outlaw Golden Dawn would "open the gates of hell" and would be opposed by "a million Greeks".

"We are ready for whatever it takes. Exile. Even prison," he said.