Create DataFrame from MultiIndex
But perhaps this should this work?

```
m = pd.MultiIndex.from_arrays([[1,2], [3,4]])

In [11]: pd.DataFrame(m)
Out[11]:
Empty DataFrame
Columns: [0]
Index: []
```

Unfortuantely m.values doesn't work "as expected":

```
In [20]: m.values
Out[20]: array([(1, 3), (2, 4)], dtype=object)

In [21]: pd.DataFrame(m.values)
Out[21]:
        0
0  (1, 3)
1  (2, 4)

In [22]: m.shape
Out[22]: (0,)
```
