diff --git a/pandas/tests/window/moments/test_moments_ewm.py b/pandas/tests/window/moments/test_moments_ewm.py
index eceba7f143ab9..70706c027a21e 100644
--- a/pandas/tests/window/moments/test_moments_ewm.py
+++ b/pandas/tests/window/moments/test_moments_ewm.py
@@ -218,11 +218,12 @@ def test_ewma_halflife_arg(series):
     msg = "comass, span, halflife, and alpha are mutually exclusive"
     with pytest.raises(ValueError, match=msg):
         series.ewm(span=20, halflife=50)
-    with pytest.raises(ValueError):
+    with pytest.raises(ValueError, match=msg):
         series.ewm(com=9.5, halflife=50)
-    with pytest.raises(ValueError):
+    with pytest.raises(ValueError, match=msg):
         series.ewm(com=9.5, span=20, halflife=50)
-    with pytest.raises(ValueError):
+    msg = "Must pass one of comass, span, halflife, or alpha"
+    with pytest.raises(ValueError, match=msg):
         series.ewm()
 
 
diff --git a/pandas/tests/window/test_apply.py b/pandas/tests/window/test_apply.py
index 076578f4dc3c4..b47cd71beb6a8 100644
--- a/pandas/tests/window/test_apply.py
+++ b/pandas/tests/window/test_apply.py
@@ -44,7 +44,7 @@ def f(x):
     expected = df.iloc[2:].reindex_like(df)
     tm.assert_frame_equal(result, expected)
 
-    with pytest.raises(AttributeError):
+    with tm.external_error_raised(AttributeError):
         df.rolling(window).apply(f, raw=True)