diff --git a/pandas/tseries/resample.py b/pandas/tseries/resample.py
index 454eb6b3c165e..8deecf632ed66 100644
--- a/pandas/tseries/resample.py
+++ b/pandas/tseries/resample.py
@@ -675,11 +675,9 @@ def _get_new_index(self):
         ax = self.ax
         ax_attrs = ax._get_attributes_dict()
         ax_attrs['freq'] = self.freq
-        obj = self._selected_obj
 
         if len(ax) == 0:
-            new_index = PeriodIndex(data=[], **ax_attrs)
-            return obj.reindex(new_index)
+            return PeriodIndex(data=[], **ax_attrs)
 
         start = ax[0].asfreq(self.freq, how=self.convention)
         end = ax[-1].asfreq(self.freq, how='end')
@@ -705,7 +703,7 @@ def _downsample(self, how, **kwargs):
 
         new_index = self._get_new_index()
         if len(new_index) == 0:
-            return self._wrap_result(new_index)
+            return self._wrap_result(self._selected_obj.reindex(new_index))
 
         # Start vs. end of period
         memb = ax.asfreq(self.freq, how=self.convention)
@@ -746,7 +744,7 @@ def _upsample(self, method, limit=None):
 
         new_index = self._get_new_index()
         if len(new_index) == 0:
-            return self._wrap_result(new_index)
+            return self._wrap_result(self._selected_obj.reindex(new_index))
 
         if not is_superperiod(ax.freq, self.freq):
             return self.asfreq()