How about this: catch a very general exception, make sure it makes it out of the catch block, then assert that the class of the exception is what you expect it to be. This assert will fail if a) the exception is of the wrong type (eg. if you got a Null Pointer instead) and b) the exception wasn't ever thrown.
public void testFooThrowsIndexOutOfBoundsException() {
Throwable e = null;
try {
foo.doStuff();
} catch (Throwable ex) {
e = ex;
}
assertTrue(e instanceof IndexOutOfBoundsException);
}