CHATTANOOGA, TN (WRCB) - Eyewitness News has learned the gun used to kill Sergeant Tim Chapin may have been purchased at a gun show days before his death.

Channel 3 has confirmed an investigation by the Bureau of Alcohol, Tobacco, Firearms, and Explosives is underway.

Acting on a tip, Channel 3 contacted R.K. Shows Inc., a traveling gun and knife show.

Its owner confirms he is cooperating with the ATF as they investigate whether 25-year-old Jesse Mathews purchased a firearm at, or outside, one of the organization's shows.

According to its website, R.K. Shows Inc. hosted a gun show at the National Guard Armory in Chattanooga on March 26th and 27th.

The organization also hosted a show in Colorado Springs, Colorado earlier last month, the same place where suspect Jesse Mathews was reportedly living before moving to Chattanooga two weeks ago.

In an email to Channel 3, R.K. Shows owner Rex Kehrli wrote, "We post all state, federal, and local regulations at all of our Gun Shows and all vendors are required to sign a contract stating that they will obey all federal, state and local laws."

Those laws require licensed vendors to run background checks on buyers to make sure felons, like Mathews, are not allowed to purchase a weapon.

What happens outside a gun show is hard to regulate, as Channel 3 recently learned in an interview with Chattanooga Assistant Police Chief Tim Carroll.

"I've got to ask you one question - have you been convicted of felony, and if you say no, I don't have to check that, I'm talking about as an individual," said Carroll, "you give me the money, I give you the gun, and you walk out the door, there's no paperwork."

Investigators are now trying to determine if Mathews purchased the gun from a licensed dealer or as part of a private sell.

Wednesday morning agents escorted Mathews' parents from their Chattanooga home for questioning. They were questioned for several hours.

Jesse Mathews is accused of killing Chattanooga Police Sergeant Tim Chapin and shooting Officer Lorin Johnston, Saturday, after a failed robbery attempt at the US Money Shop on Brainerd Road.

Officers tell Channel 3 Mathews was heavily armed and wearing body armor at the time of the incident.