Check out the ivermectin page (see index and "Ivermectin"). At the top is a list of possible side effects. This list came from The American Board of Veterinary Toxicology (ABVT) -- and there is a link to it there.
I´m pretty sure hairloss is not a side effect. It could be the hair was about to fall out and in was just coincidental.
My vet is starting to wonder if some sows are prone to hair loss when they cycle. I´ve had a few that have had standard hormonal hair loss that is only temporary.