Note 16 - Financial Derivatives - Fair Value Swap Hedges (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended		12 Months Ended
		Jun. 30, 2020	Jun. 30, 2019	Jun. 30, 2020	Jun. 30, 2019	Dec. 31, 2019
Net unrealized loss (1)				$ (4,513)	$ (3,326)
Periodic net settlement of SWAPs (2)	[1]	$ (2,154)	$ 534	(2,797)	$ 1,147
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Fair Value Hedging [Member]
Derivative, Notional Amount		$ 527,477		$ 527,477		$ 579,584
Weighted average fixed rate-pay		4.59%		4.59%		4.71%
Weighted average variable rate-receive		3.57%		3.57%		4.87%
Net unrealized loss (1)	[2]			$ (18,667)		$ (7,205)
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Fair Value Hedging [Member] | London Interbank Offered Rate (LIBOR) [Member]
Weighted average variable rate spread		2.53%		2.53%		2.62%

[1] the amount of periodic net settlement of interest rate swaps was included in interest income.

[2] the amount is included in other non-interest income.