Note 20 - Financial Instruments - Fair Value of Assets and Liabilities (Details) - USD ($) $ in Thousands	Dec. 31, 2021	Dec. 31, 2020
Forward contracts-asset position	$ 406	$ 460
Fair Value, Recurring [Member]
Forward contracts-asset position		460
Interest rate swaps-liability position		(7,093)
Total		(6,633)
Total	(11,288)
Fair Value, Recurring [Member] \| Fair Value, Inputs, Level 1 [Member]
Forward contracts-asset position		0
Interest rate swaps-liability position		0
Total		0
Total	0
Fair Value, Recurring [Member] \| Fair Value, Inputs, Level 2 [Member]
Forward contracts-asset position		460
Interest rate swaps-liability position		(7,093)
Total		(6,633)
Total	(11,288)
Fair Value, Recurring [Member] \| Fair Value, Inputs, Level 3 [Member]
Forward contracts-asset position		0
Interest rate swaps-liability position		0
Total		$ 0
Total	0
Fair Value, Recurring [Member] \| Foreign Exchange Forward [Member]
Forward contracts- liability position	(406)
Fair Value, Recurring [Member] \| Foreign Exchange Forward [Member] \| Fair Value, Inputs, Level 1 [Member]
Forward contracts- liability position	0
Fair Value, Recurring [Member] \| Foreign Exchange Forward [Member] \| Fair Value, Inputs, Level 2 [Member]
Forward contracts- liability position	(406)
Fair Value, Recurring [Member] \| Foreign Exchange Forward [Member] \| Fair Value, Inputs, Level 3 [Member]
Forward contracts- liability position	0
Fair Value, Recurring [Member] \| Interest Rate Swap [Member]
Interest rate swaps-liability position	(4,145)
Interest rate swaps-asset position	3,429
Fair Value, Recurring [Member] \| Interest Rate Swap [Member] \| Fair Value, Inputs, Level 1 [Member]
Interest rate swaps-liability position	0
Interest rate swaps-asset position	0
Fair Value, Recurring [Member] \| Interest Rate Swap [Member] \| Fair Value, Inputs, Level 2 [Member]
Interest rate swaps-liability position	(4,145)
Interest rate swaps-asset position	3,429
Fair Value, Recurring [Member] \| Interest Rate Swap [Member] \| Fair Value, Inputs, Level 3 [Member]
Interest rate swaps-liability position	0
Interest rate swaps-asset position	0
Fair Value, Recurring [Member] \| Cross Currency Interest Rate Contract [Member]
Interest rate swaps-liability position	(10,166)
Fair Value, Recurring [Member] \| Cross Currency Interest Rate Contract [Member] \| Fair Value, Inputs, Level 1 [Member]
Interest rate swaps-liability position	0
Fair Value, Recurring [Member] \| Cross Currency Interest Rate Contract [Member] \| Fair Value, Inputs, Level 2 [Member]
Interest rate swaps-liability position	(10,166)
Fair Value, Recurring [Member] \| Cross Currency Interest Rate Contract [Member] \| Fair Value, Inputs, Level 3 [Member]
Interest rate swaps-liability position	$ 0

Fair value, after offset of derivative liability, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, before offset against an obligation to return collateral under a master netting arrangement. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 50
-Paragraph 3
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 55
-Paragraph 10
-URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226008-175313

Reference 3: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
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Reference 4: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
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-Topic 815
-SubTopic 10
-Section 50
-Paragraph 8
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=125515794&loc=d3e41678-113959

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Fair value as of the balance sheet date of all foreign currency derivative liabilities not designated as hedging instruments.

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Fair value as of the balance sheet date of interest rate derivative assets, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as assets.

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