Note 15 - Financial Derivatives - Fair Value Swap Hedges (Details) - USD ($) $ in Thousands		3 Months Ended		9 Months Ended		12 Months Ended
		Sep. 30, 2021	Sep. 30, 2020	Sep. 30, 2021	Sep. 30, 2020	Dec. 31, 2020
Net unrealized loss				$ 2,194	$ (3,981)
Periodic net settlement of SWAPs	[1]	$ (2,363)	$ (2,510)	(7,137)	$ (5,307)
Interest Rate Swap [Member] | Designated as Hedging Instrument [Member] | Fair Value Hedging [Member]
Derivative, Notional Amount		$ 779,392		$ 779,392		$ 478,266
Weighted average fixed rate-pay		2.48%		2.48%		4.56%
Weighted average variable rate-receive		1.31%		1.31%		3.11%
Net unrealized loss	[2]			$ (8,255)		$ (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		1.22%		1.22%		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.