Security services have cordoned off the nearest street, evacuated the staff and customers of the 8-story Rinascente mall, the newspaper says. Another shopping mall from the same chain, in Rome's north, was evacuated over safety concerns.
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No explosive device has been found, local media say.
The TGComTV channel reported on Sunday that security measures were strengthened in Rome amid a terrorist attack threat. The corresponding alarm was raised by the Italian embassy in Tunisia which had received information about a Daesh* member.
*Daesh is a terrorist organization banned in Russia and other countries.