STYLE: Added explicit exceptions 
- [x] xref  #22877
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Fixed the following bare excepts:

> pandas/compat/pickle_compat.py:36:13: E722 do not use bare except'
> pandas/compat/pickle_compat.py:47:13: E722 do not use bare except'
> pandas/compat/pickle_compat.py:185:1: E722 do not use bare except'
> pandas/compat/pickle_compat.py:213:5: E722 do not use bare except'
> pandas/tseries/holiday.py:297:5: E722 do not use bare except'
> pandas/tseries/holiday.py:429:9: E722 do not use bare except'
> pandas/tseries/holiday.py:438:9: E722 do not use bare except'
> pandas/util/_print_versions.py:24:9: E722 do not use bare except'
> pandas/util/_print_versions.py:53:5: E722 do not use bare except'
> pandas/util/_print_versions.py:111:9: E722 do not use bare except'
> pandas/util/_validators.py:62:9: E722 do not use bare except'
