What Causes Itching Sensation All Over Body After Having Cortisone Injection?

Hi, I just had cortison injection today, 11 March 2016 on my left elbow, after few hours, I got itchy skin all over my body. I just want to know if this has something to do with the injection? Because I have had 3 injections on different occasions (1st in July 2014, the second was October 2014, and the third one was a day after my left elbow was injected, which was 10 March 2015), but I never had any allergic reactions during my first and second injection - only after my 10 and 11 March 2015 injection, I feel itchy now. Is there something I can do for it. Hoping for your immediate advice because I can not sleep well. Thank you so much. Liza