HELP! can having a bad cough hurt my baby?

hi im 39 weeks pregnant and just got over a bad bug. i was in the er all day thursday and they gave me meds and told me to use regular robatussin, but it really hasnt helped. ive been coughing nonstop since wensday and now every time i cough it hurts the left side of my baby bump like a stabbing. im scared that this is hurting my baby, is she affected by my cough?