In a survey done in 2007, in the US, 33% of women said that their sleep is disturbed during their menstrual cycles. The rising and falling levels of estrogen and progesterone (these hormones regulate the monthly period in women) is thought to affect the sleep duration and quality. Lack of sleep at night can result in fatigue during the day, lack of concentration, and mood swings, which can also be a result of pre-menstrual syndrome.
To overcome sleep problems, a)exercise regularly, b)avoid alcohol, c)avoid caffeine at night. If you continue to face sleep difficulties, consult a sleep medicine specialist. If your hormones are bothering you, meet an endocrinologist for help.