Note 15 - Financial Derivatives - Fair Value Swap Hedges (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended		12 Months Ended
		Jun. 30, 2021	Jun. 30, 2020	Jun. 30, 2021	Jun. 30, 2020	Dec. 31, 2020
Net unrealized loss				$ 1,702	$ (4,513)
Periodic net settlement of SWAPs	[1]	$ (2,387)	$ (2,154)	(4,774)	$ (2,797)
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Fair Value Hedging [Member]
Derivative, Notional Amount		$ 795,935		$ 795,935		$ 478,266
Weighted average fixed rate-pay		2.55%		2.55%		4.56%
Weighted average variable rate-receive		1.37%		1.37%		3.11%
Net unrealized loss	[2]			$ (9,182)		$ (15,082)
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Fair Value Hedging [Member] | London Interbank Offered Rate (LIBOR) [Member]
Weighted average variable rate spread		1.26%		1.26%		2.46%

[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.