Sayyidah Umm Atiyyah (may Allah be pleased with her) said: the Messenger of Allah (peace and blessings be upon him) ordered us that "the young unmarried girls and the secluded women should go out." It was asked: And the menstruating women? He (peace and blessings be upon him) said: "Yes, let them too witness the good and the supplication of the Muslims." We said: O Messenger of Allah, what if one of us has no garment? He (peace and blessings be upon him) said: "Let her sister clothe her with part of her own garment."
Hadith Referenceالمعجم الكبير للطبراني / مسند النساء / 21565