Greek police are investigating a statement by an unknown group claiming responsibility for the killing of two members of the far-right Golden Dawn party.

The group, calling itself Fighting Popular Revolutionary Forces, said the Nov. 1 killings were retribution for the slaying of a left-wing activist rapper by a Golden Dawn member in September.

The group threatened to keep killing Golden Dawn members and their supporters.

The Zougla (Jungle) news website issued the statement, saying it had received a call giving a location in Athens where the statement could be collected.

A member of the police counterterrorism division said it is studying the statement which wasn't from any known terrorist group. The official spoke on condition of anonymity because he was not authorized to speak to the media.