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NATO member Norway has been the target of threats, if not bombs, before, notably over its involvement in conflicts in Afghanistan and Libya.
The attack came just over a year after three men were arrested on suspicion of having links to al Qaeda and planning to attack targets in Norway.
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David Lea, Western Europe analyst at Control Risks, said: "There certainly aren't any domestic Norwegian terrorist groups although there have been some al Qaeda-linked arrests from time to time. They are in Afghanistan and were involved in Libya, but it's far too soon to draw any conclusions."