A police spokeswoman says the theft at the state National Art Gallery took place before dawn Monday. The missing works were not identified, and there was no information on their value.
Culture Ministry officials said the alarm went off at the museum, which is in one of the best-guarded parts of the Greek capital, but the thieves escaped undetected.
The gallery contains mostly 19th and 20th century Greek painting, but had just wound up a display of its western European collections that include prints and etchings by German master Albrecht Duerer and Rembrandt van Rijn. It had been due to close Monday for a long period of extension and refurbishment.
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