Note 16 - Financial Derivatives - Fair Value Swap Hedges (Details) - USD ($) $ in Thousands		3 Months Ended		9 Months Ended		12 Months Ended
		Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019	Dec. 31, 2019
Net unrealized loss (1)				$ (3,981)	$ (4,119)
Periodic net settlement of SWAPs (2)	[1]	$ (2,510)	$ 205	(5,307)	$ 1,352
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Fair Value Hedging [Member]
Derivative, Notional Amount		$ 494,932		$ 494,932		$ 579,584
Weighted average fixed rate-pay		4.57%		4.57%		4.71%
Weighted average variable rate-receive		3.27%		3.27%		4.87%
Net unrealized loss (1)	[2]			$ (17,037)		$ (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		1.90%		1.90%		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.