How can i catch Event Dispatch Thread (EDT) exceptions?

I am using a class called MyExceptionHandler that implements Thread.UncaughtExceptionHandler to handle normal exceptions in my project.

As I understand this class can't catch the EDT exceptions, so I tried to use this in the main() method to handle EDT exceptions:

public static void main( final String[] args ) {
    Thread.setDefaultUncaughtExceptionHandler( new MyExceptionHandler() );  // Handle normal exceptions
    System.setProperty( "sun.awt.exception.handler",MyExceptionHandler.class.getName());  // Handle EDT exceptions
    SwingUtilities.invokeLater(new Runnable() {  // Execute some code in the EDT. 
        public void run() {
            JFrame myFrame = new JFrame();
             myFrame.setVisible( true );
        }
    });
}

But untill now it's not working. For example while initializing a JFrame I load its labels from a bundle file in the constructor like this:

setTitle( bundle.getString( "MyJFrame.title" ) );

I deleted the key MyJFrame.title from the bundle file to test the exception handler, but it didn't work! The exception was normally printed in the log.

Am I doing something wrong here?