How to get the common index of two pandas dataframes?

Question

I have two pandas DataFrames df1 and df2 and I want to transform them in order that they keep values only for the index that are common to the 2 dataframes.

df1

Answer 1

In [352]: common = df1.index.intersection(df2.index)

In [353]: df1.loc[common]
Out[353]:
             values1
0
28/11/2000 -0.055276
29/11/2000  0.027427
30/11/2000  0.066009

In [354]: df2.loc[common]
Out[354]:
             values2
0
28/11/2000 -0.026316
29/11/2000  0.015222
30/11/2000 -0.024480